+182.0%
CVE vs LTH
+184.4%
-2.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -16.1% | +4.5% | -20.6% | -16.5% |
| 30D | -10.4% | +16.3% | -26.7% | -11.6% |
| 3M | -2.4% | +8.4% | -10.7% | -3.2% |
| 6M | -4.4% | +40.3% | -44.7% | -7.7% |
| YTD | +64.9% | +77.3% | -12.3% | +54.9% |
| 1Y | +66.0% | +88.0% | -21.9% | +54.8% |
| 3Y | +57.7% | +274.3% | -216.6% | +33.5% |
| 5Y | +144.7% | +142.9% | +1.8% | +111.0% |
| All | +182.0% | +184.4% | -2.4% | +147.0% |
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 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