-68.9%
CBRS vs LTH
+34.8%
-103.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.5% | +8.3% | +7.8% |
| 7D | +0.4% | +7.0% | -6.7% | +0.8% |
| 30D | -41.1% | +15.4% | -56.5% | -39.9% |
| 3M | -57.4% | +7.0% | -64.4% | -56.6% |
| All | -68.9% | +34.8% | -103.7% | -76.3% |
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 · Available span rolling