+15.3%
CVS vs LTH
+77.7%
-62.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.7% |
| 7D | +10.4% | -4.6% | +15.0% | +10.9% |
| 30D | +3.3% | +14.8% | -11.5% | +1.1% |
| 3M | -4.5% | +3.9% | -8.5% | -5.2% |
| 6M | -4.4% | +35.5% | -39.9% | -9.0% |
| YTD | +16.6% | +71.3% | -54.7% | +7.1% |
| 1Y | +15.3% | +75.7% | -60.4% | +5.4% |
| All | +15.3% | +77.7% | -62.4% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling