+164.2%
LTH vs CPB
-34.2%
+198.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +7.0% | +3.3% | +3.8% | +6.7% |
| 30D | +15.4% | +19.0% | -3.6% | +13.5% |
| 3M | +7.0% | +0.4% | +6.6% | +6.8% |
| 6M | +46.9% | +13.0% | +33.9% | +45.2% |
| YTD | +76.4% | -12.7% | +89.1% | +77.3% |
| 1Y | +83.7% | -20.9% | +104.6% | +86.0% |
| 3Y | +248.9% | -35.4% | +284.3% | +258.9% |
| 5Y | +141.8% | -32.3% | +174.1% | +160.4% |
| All | +164.2% | -34.2% | +198.4% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling