-0.1%
CTAS vs LTH
+46.4%
-46.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | 0.0% | +1.5% | -1.6% | -0.3% |
| 30D | -1.0% | -3.1% | +2.1% | -0.6% |
| 3M | +15.8% | +28.1% | -12.4% | +12.6% |
| 6M | -1.0% | +67.4% | -68.4% | -7.8% |
| YTD | +7.4% | +59.8% | -52.4% | +0.3% |
| 1Y | -0.1% | +45.6% | -45.7% | -4.5% |
| All | -0.1% | +46.4% | -46.6% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling