+167.7%
LTH vs CAPR
+198.4%
-30.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +26.5% | -26.3% | 0.0% |
| 7D | +0.3% | +25.8% | -25.5% | +0.1% |
| 30D | +17.7% | +50.2% | -32.5% | +17.3% |
| 3M | +8.5% | +185.5% | -177.0% | +7.3% |
| 6M | +46.9% | -64.8% | +111.8% | +47.2% |
| YTD | +78.8% | -61.1% | +139.9% | +78.7% |
| 1Y | +84.9% | +81.0% | +3.9% | +78.5% |
| 3Y | +246.4% | +300.7% | -54.4% | +189.6% |
| 5Y | +129.6% | +223.3% | -93.8% | +73.6% |
| All | +167.7% | +198.4% | -30.7% | +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