+27.2%
CB vs LTH
+77.7%
-50.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +0.6% |
| 7D | 0.0% | -4.6% | +4.7% | +0.2% |
| 30D | +7.4% | +14.8% | -7.4% | +6.9% |
| 3M | +8.6% | +3.9% | +4.7% | +8.3% |
| 6M | +16.1% | +35.5% | -19.3% | +16.1% |
| YTD | +20.2% | +71.3% | -51.1% | +19.7% |
| 1Y | +27.2% | +75.7% | -48.5% | +26.6% |
| All | +27.2% | +77.7% | -50.5% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling