+121.1%
CB vs LTH
+186.2%
-65.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.5% |
| 7D | +0.7% | +6.4% | -5.7% | +0.2% |
| 30D | +8.2% | +16.7% | -8.6% | +6.8% |
| 3M | +6.3% | +11.7% | -5.4% | +5.3% |
| 6M | +16.2% | +48.5% | -32.3% | +12.3% |
| YTD | +19.3% | +78.4% | -59.1% | +13.3% |
| 1Y | +29.2% | +89.7% | -60.5% | +21.9% |
| 3Y | +71.4% | +245.6% | -174.2% | +51.5% |
| 5Y | +104.2% | +142.7% | -38.4% | +79.4% |
| All | +121.1% | +186.2% | -65.1% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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