+234.1%
LTH vs CRL
+99.6%
+134.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.6% | -4.1% |
| 7D | -4.6% | +8.9% | -13.5% | -6.4% |
| 30D | +14.8% | +14.0% | +0.9% | +10.9% |
| 3M | +3.9% | +19.8% | -15.9% | -1.1% |
| 6M | +35.5% | +102.0% | -66.5% | +12.9% |
| YTD | +71.3% | +70.8% | +0.5% | +47.6% |
| 1Y | +75.7% | +98.7% | -23.0% | +45.9% |
| All | +234.1% | +99.6% | +134.5% | +130.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling