+122.7%
CB vs LTH
+174.8%
-52.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +0.7% |
| 7D | 0.0% | -4.6% | +4.7% | +0.4% |
| 30D | +7.4% | +14.8% | -7.4% | +6.2% |
| 3M | +8.6% | +3.9% | +4.7% | +8.2% |
| 6M | +16.1% | +35.5% | -19.3% | +13.2% |
| YTD | +20.2% | +71.3% | -51.1% | +14.4% |
| 1Y | +27.2% | +75.7% | -48.5% | +20.8% |
| 3Y | +72.7% | +231.9% | -159.2% | +53.1% |
| 5Y | +105.9% | +130.5% | -24.5% | +81.8% |
| All | +122.7% | +174.8% | -52.1% | +93.5% |
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