+16.2%
CVS vs LTH
+79.8%
-63.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.5% |
| 3M | -5.3% | +5.0% | -10.3% | -5.9% |
| 6M | -7.7% | +37.7% | -45.4% | -12.2% |
| YTD | +16.0% | +75.0% | -59.0% | +6.6% |
| 1Y | +16.2% | +82.6% | -66.4% | +6.0% |
| All | +16.2% | +79.8% | -63.5% | +6.0% |
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 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