+231.0%
CVE vs LTH
+160.9%
+70.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +2.5% | -0.6% | +3.1% | +2.5% |
| 30D | +16.7% | -4.6% | +21.3% | +17.2% |
| 3M | +9.3% | +32.8% | -23.5% | +6.2% |
| 6M | +43.6% | +64.6% | -21.0% | +36.0% |
| YTD | +93.6% | +62.6% | +30.9% | +83.3% |
| 1Y | +98.8% | +49.9% | +48.8% | +89.6% |
| 3Y | +73.6% | +151.3% | -77.7% | +53.8% |
| All | +231.0% | +160.9% | +70.1% | +192.3% |
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