+110.4%
CTVA vs LTH
+152.0%
-41.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.1% |
| 7D | -5.8% | -4.0% | -1.8% | -5.3% |
| 30D | +11.1% | -1.7% | +12.7% | +11.3% |
| 3M | +13.2% | +28.0% | -14.8% | +9.5% |
| 6M | +8.7% | +54.1% | -45.3% | +2.1% |
| YTD | +27.3% | +57.1% | -29.8% | +19.1% |
| 1Y | +18.0% | +45.8% | -27.8% | +11.3% |
| 3Y | +76.5% | +157.6% | -81.1% | +50.5% |
| All | +110.4% | +152.0% | -41.6% | +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