+165.5%
LTH vs CPB
-33.4%
+198.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | +4.5% | +8.0% | -3.5% | +3.7% |
| 30D | +16.3% | +22.4% | -6.0% | +14.1% |
| 3M | +8.4% | +3.8% | +4.5% | +7.8% |
| 6M | +40.3% | +13.7% | +26.6% | +38.6% |
| YTD | +77.3% | -11.7% | +89.0% | +77.9% |
| 1Y | +88.0% | -18.1% | +106.1% | +89.7% |
| 3Y | +274.3% | -34.7% | +309.0% | +284.6% |
| 5Y | +142.9% | -30.6% | +173.4% | +163.5% |
| All | +165.5% | -33.4% | +198.9% | +182.8% |
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