+139.3%
LTH vs CRL
-31.8%
+171.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.9% |
| 7D | +1.5% | -0.6% | +2.1% | +1.7% |
| 30D | -3.1% | +5.0% | -8.0% | -4.8% |
| 3M | +28.1% | +50.6% | -22.5% | +10.5% |
| 6M | +67.4% | +60.9% | +6.5% | +39.5% |
| YTD | +59.8% | +40.7% | +19.0% | +38.9% |
| 1Y | +45.6% | +73.3% | -27.7% | +16.7% |
| 3Y | +162.0% | +40.6% | +121.4% | +113.8% |
| All | +139.3% | -31.8% | +171.1% | +116.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling