+104.0%
CB vs LTH
+160.9%
-56.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +0.5% | -0.6% | +1.1% | +0.5% |
| 30D | -3.1% | -4.6% | +1.5% | -2.8% |
| 3M | +9.0% | +32.8% | -23.9% | +6.4% |
| 6M | +2.9% | +64.6% | -61.8% | -1.6% |
| YTD | +10.1% | +62.6% | -52.5% | +5.4% |
| 1Y | +22.8% | +49.9% | -27.2% | +18.2% |
| 3Y | +73.8% | +151.3% | -77.5% | +58.3% |
| All | +104.0% | +160.9% | -56.9% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling