-63.2%
CSGP vs LTH
+142.9%
-206.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -4.3% |
| 7D | +1.3% | +4.5% | -3.2% | +0.1% |
| 30D | +10.7% | +16.3% | -5.7% | +6.6% |
| 3M | +3.3% | +8.4% | -5.1% | +0.9% |
| 6M | -10.3% | +40.3% | -50.6% | -18.3% |
| YTD | -54.6% | +77.3% | -131.8% | -61.4% |
| 1Y | -54.6% | +88.0% | -142.6% | -62.1% |
| 3Y | -60.3% | +274.3% | -334.6% | -73.4% |
| All | -63.2% | +142.9% | -206.1% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling