+118.7%
CB vs LTH
+184.4%
-65.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | +0.2% | +4.5% | -4.2% | -0.1% |
| 30D | +9.1% | +16.3% | -7.3% | +7.7% |
| 3M | +3.4% | +8.4% | -5.0% | +2.7% |
| 6M | +14.1% | +40.3% | -26.2% | +10.8% |
| YTD | +18.0% | +77.3% | -59.3% | +12.1% |
| 1Y | +30.1% | +88.0% | -57.8% | +22.9% |
| 3Y | +71.8% | +274.3% | -202.5% | +50.5% |
| 5Y | +101.8% | +142.9% | -41.1% | +77.2% |
| All | +118.7% | +184.4% | -65.7% | +89.5% |
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