+71.8%
CB vs LTH
+268.4%
-196.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | +0.2% | +4.5% | -4.2% | 0.0% |
| 30D | +9.1% | +16.3% | -7.3% | +8.2% |
| 3M | +3.4% | +8.4% | -5.0% | +2.9% |
| 6M | +14.1% | +40.3% | -26.2% | +12.2% |
| YTD | +18.0% | +77.3% | -59.3% | +14.4% |
| 1Y | +30.1% | +88.0% | -57.8% | +25.7% |
| 3Y | +71.8% | +274.3% | -202.5% | +66.4% |
| All | +71.8% | +268.4% | -196.6% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling