+6.8%
CVS vs LTH
+143.5%
-136.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.2% |
| 7D | -7.1% | +4.5% | -11.6% | -7.6% |
| 30D | -4.0% | +16.3% | -20.3% | -5.5% |
| 3M | -12.2% | +8.4% | -20.6% | -13.1% |
| 6M | -2.2% | +40.3% | -42.5% | -5.8% |
| YTD | +8.9% | +77.3% | -68.4% | +2.3% |
| 1Y | +9.9% | +88.0% | -78.1% | +2.6% |
| 3Y | +32.1% | +274.3% | -242.2% | +15.1% |
| All | +6.8% | +143.5% | -136.7% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling