+81.0%
LTH vs CRL
+85.3%
-4.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -7.3% | +13.6% | +7.6% |
| 7D | +9.9% | -12.8% | +22.6% | +12.5% |
| 30D | +18.3% | +5.0% | +13.3% | +16.5% |
| 3M | +5.9% | +39.4% | -33.4% | -3.0% |
| 6M | +80.3% | +89.4% | -9.0% | +51.1% |
| YTD | +78.3% | +63.6% | +14.7% | +55.4% |
| 1Y | +81.0% | +83.5% | -2.4% | +49.3% |
| All | +81.0% | +85.3% | -4.3% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling