+143.5%
LTH vs CRL
-29.9%
+173.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.9% |
| 7D | -0.6% | -1.0% | +0.4% | -0.3% |
| 30D | -4.6% | +10.7% | -15.2% | -8.0% |
| 3M | +32.8% | +55.3% | -22.5% | +13.4% |
| 6M | +64.6% | +60.7% | +4.0% | +37.3% |
| YTD | +62.6% | +44.6% | +18.0% | +40.1% |
| 1Y | +49.9% | +77.7% | -27.8% | +19.2% |
| 3Y | +151.3% | +37.6% | +113.7% | +108.0% |
| All | +143.5% | -29.9% | +173.5% | +118.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling