+137.9%
CTAS vs LTH
+174.8%
-36.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.8% |
| 7D | +0.5% | -4.6% | +5.1% | +1.2% |
| 30D | +10.2% | +14.8% | -4.6% | +7.8% |
| 3M | +12.1% | +3.9% | +8.2% | +11.2% |
| 6M | +38.3% | +35.5% | +2.8% | +31.3% |
| YTD | +21.9% | +71.3% | -49.4% | +10.8% |
| 1Y | +24.0% | +75.7% | -51.7% | +12.2% |
| 3Y | +75.1% | +231.9% | -156.8% | +41.0% |
| 5Y | +116.9% | +130.5% | -13.5% | +70.1% |
| All | +137.9% | +174.8% | -36.9% | +89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling