+26.2%
CVS vs LTH
+180.7%
-154.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -0.7% |
| 7D | +6.6% | -1.3% | +7.8% | +6.7% |
| 30D | -0.4% | +15.7% | -16.1% | -2.0% |
| 3M | -5.3% | +5.0% | -10.3% | -5.9% |
| 6M | -7.7% | +37.7% | -45.4% | -10.8% |
| YTD | +16.0% | +75.0% | -59.0% | +9.3% |
| 1Y | +16.2% | +82.6% | -66.4% | +9.0% |
| 3Y | +47.6% | +241.3% | -193.7% | +30.1% |
| 5Y | +12.3% | +135.4% | -123.1% | -1.6% |
| All | +26.2% | +180.7% | -154.6% | +11.4% |
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 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