+167.2%
LTH vs CAPR
+135.9%
+31.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.9% | +11.1% | +1.2% |
| 7D | +6.4% | +7.6% | -1.3% | +6.3% |
| 30D | +16.7% | +13.3% | +3.5% | +16.6% |
| 3M | +11.7% | +130.4% | -118.7% | +10.7% |
| 6M | +48.5% | -70.8% | +119.3% | +49.0% |
| YTD | +78.4% | -69.3% | +147.7% | +78.7% |
| 1Y | +89.7% | +59.5% | +30.1% | +82.5% |
| 3Y | +245.6% | +216.8% | +28.8% | +189.6% |
| 5Y | +142.7% | +152.7% | -10.0% | +84.0% |
| All | +167.2% | +135.9% | +31.3% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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