-99.6%
CYCU vs LTH
+31.5%
-131.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -1.7% |
| 7D | +12.5% | +1.5% | +11.0% | +13.4% |
| 30D | -28.2% | -3.1% | -25.1% | -28.9% |
| 3M | -47.8% | +28.1% | -75.9% | -52.7% |
| 6M | -72.9% | +67.4% | -140.3% | -77.6% |
| YTD | -84.1% | +59.8% | -143.9% | -86.6% |
| 1Y | -91.9% | +45.6% | -137.5% | -93.0% |
| All | -99.6% | +31.5% | -131.0% | -99.6% |
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