+117.7%
CB vs LTH
+183.0%
-65.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -1.5% | +7.0% | -8.5% | -2.1% |
| 30D | +6.5% | +15.4% | -8.9% | +5.2% |
| 3M | +4.1% | +7.0% | -3.0% | +3.4% |
| 6M | +14.4% | +46.9% | -32.4% | +10.7% |
| YTD | +17.5% | +76.4% | -58.9% | +11.6% |
| 1Y | +27.5% | +83.7% | -56.2% | +20.7% |
| 3Y | +71.6% | +248.9% | -177.3% | +51.5% |
| 5Y | +100.6% | +141.8% | -41.2% | +76.2% |
| All | +117.7% | +183.0% | -65.3% | +88.8% |
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