+28.0%
CB vs LTH
+79.8%
-51.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +1.0% |
| 7D | +2.9% | -1.3% | +4.2% | +3.0% |
| 30D | +7.3% | +15.7% | -8.4% | +6.7% |
| 3M | +9.4% | +5.0% | +4.4% | +9.0% |
| 6M | +19.6% | +37.7% | -18.0% | +19.4% |
| YTD | +21.5% | +75.0% | -53.5% | +20.7% |
| 1Y | +28.0% | +82.6% | -54.6% | +27.0% |
| All | +28.0% | +79.8% | -51.8% | +27.0% |
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