-62.8%
CSGP vs LTH
+152.2%
-215.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | -4.1% | -0.6% | -3.4% | -4.0% |
| 30D | +2.3% | -4.6% | +6.9% | +3.2% |
| 3M | -8.2% | +32.8% | -41.0% | -13.6% |
| 6M | -35.1% | +64.6% | -99.7% | -42.5% |
| YTD | -54.0% | +62.6% | -116.7% | -59.1% |
| 1Y | -65.3% | +49.9% | -115.3% | -68.6% |
| All | -62.8% | +152.2% | -215.0% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling