+118.1%
CTVA vs LTH
+160.9%
-42.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +4.9% | -0.6% | +5.6% | +5.0% |
| 30D | +11.9% | -4.6% | +16.5% | +12.6% |
| 3M | +13.7% | +32.8% | -19.1% | +9.4% |
| 6M | +13.1% | +64.6% | -51.5% | +5.3% |
| YTD | +32.0% | +62.6% | -30.7% | +22.9% |
| 1Y | +22.1% | +49.9% | -27.9% | +14.8% |
| 3Y | +77.5% | +151.3% | -73.9% | +51.8% |
| All | +118.1% | +160.9% | -42.8% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling