+164.2%
LTH vs CAPR
+162.0%
+2.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.4% | -9.9% | -0.6% |
| 7D | +7.0% | +36.0% | -29.0% | +6.7% |
| 30D | +15.4% | +25.8% | -10.4% | +15.2% |
| 3M | +7.0% | +140.8% | -133.8% | +6.1% |
| 6M | +46.9% | -67.6% | +114.4% | +47.2% |
| YTD | +76.4% | -65.9% | +142.3% | +76.6% |
| 1Y | +83.7% | +66.1% | +17.6% | +77.2% |
| 3Y | +248.9% | +256.9% | -8.0% | +191.8% |
| 5Y | +141.8% | +172.1% | -30.3% | +83.7% |
| All | +164.2% | +162.0% | +2.2% | +100.2% |
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