+33.6%
CVS vs LTH
+150.3%
-116.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | 0.0% |
| 7D | -2.0% | -3.7% | +1.8% | -1.6% |
| 30D | +1.9% | -5.3% | +7.2% | +2.4% |
| 3M | -2.2% | +24.2% | -26.4% | -4.4% |
| 6M | +26.7% | +54.8% | -28.1% | +21.1% |
| YTD | +22.9% | +56.1% | -33.2% | +17.2% |
| 1Y | +32.9% | +45.5% | -12.6% | +27.5% |
| 3Y | +62.3% | +155.9% | -93.6% | +46.3% |
| All | +33.6% | +150.3% | -116.7% | +19.5% |
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 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