+72.1%
LTH vs CAI
-9.3%
+81.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +0.3% | -26.3% | +26.6% | +1.5% |
| 30D | +17.7% | -17.5% | +35.2% | +18.5% |
| 3M | +8.5% | +5.8% | +2.6% | +7.4% |
| 6M | +46.9% | +53.6% | -6.7% | +40.5% |
| YTD | +78.8% | -9.2% | +88.0% | +78.2% |
| 1Y | +84.9% | -2.7% | +87.6% | +83.0% |
| All | +72.1% | -9.3% | +81.4% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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