+29.2%
CB vs LTH
+85.5%
-56.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.5% |
| 7D | +0.7% | +6.4% | -5.7% | +0.4% |
| 30D | +8.2% | +16.7% | -8.6% | +7.5% |
| 3M | +6.3% | +11.7% | -5.4% | +5.8% |
| 6M | +16.2% | +48.5% | -32.3% | +15.7% |
| YTD | +19.3% | +78.4% | -59.1% | +18.2% |
| 1Y | +29.2% | +89.7% | -60.5% | +27.5% |
| All | +29.2% | +85.5% | -56.3% | +27.5% |
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 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