+274.3%
LTH vs CRL
+86.4%
+187.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.8% | -9.1% | -3.0% |
| 7D | +4.5% | -6.1% | +10.6% | +5.6% |
| 30D | +16.3% | +12.4% | +4.0% | +12.7% |
| 3M | +8.4% | +27.1% | -18.7% | +1.6% |
| 6M | +40.3% | +85.7% | -45.4% | +19.1% |
| YTD | +77.3% | +69.2% | +8.1% | +53.0% |
| 1Y | +88.0% | +97.5% | -9.6% | +56.0% |
| 3Y | +274.3% | +86.1% | +188.2% | +186.1% |
| All | +274.3% | +86.4% | +187.9% | +186.1% |
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