-58.4%
CSGP vs LTH
+273.3%
-331.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | +13.9% | +5.3% | +8.6% | +12.6% |
| 30D | +16.0% | +18.3% | -2.3% | +12.1% |
| 3M | +6.1% | +5.4% | +0.7% | +4.7% |
| 6M | -8.2% | +62.5% | -70.7% | -17.8% |
| YTD | -52.3% | +79.6% | -132.0% | -58.5% |
| 1Y | -54.5% | +88.1% | -142.6% | -60.8% |
| All | -58.4% | +273.3% | -331.7% | -69.3% |
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