+49.9%
LTH vs CRL
+78.8%
-28.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | -0.6% | -1.0% | +0.4% | -0.4% |
| 30D | -4.6% | +10.7% | -15.2% | -7.0% |
| 3M | +32.8% | +55.3% | -22.5% | +18.1% |
| 6M | +64.6% | +60.7% | +4.0% | +43.9% |
| YTD | +62.6% | +44.6% | +18.0% | +46.3% |
| 1Y | +49.9% | +77.7% | -27.8% | +27.7% |
| All | +49.9% | +78.8% | -28.9% | +27.7% |
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