+167.7%
LTH vs CPB
-35.8%
+203.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.3% |
| 7D | +0.3% | -4.1% | +4.4% | +0.7% |
| 30D | +17.7% | +16.9% | +0.8% | +16.0% |
| 3M | +8.5% | -0.6% | +9.0% | +8.3% |
| 6M | +46.9% | +11.4% | +35.6% | +45.5% |
| YTD | +78.8% | -14.8% | +93.6% | +80.1% |
| 1Y | +84.9% | -24.8% | +109.7% | +88.0% |
| 3Y | +246.4% | -36.6% | +283.0% | +257.2% |
| 5Y | +129.6% | -33.3% | +162.9% | +149.5% |
| All | +167.7% | -35.8% | +203.5% | +186.2% |
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