+143.5%
LTH vs CPB
-39.3%
+182.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.6% |
| 7D | -0.6% | -8.6% | +7.9% | +0.1% |
| 30D | -4.6% | -7.2% | +2.7% | -4.0% |
| 3M | +32.8% | +0.9% | +31.9% | +32.8% |
| 6M | +64.6% | -11.8% | +76.4% | +65.9% |
| YTD | +62.6% | -19.4% | +82.1% | +64.9% |
| 1Y | +49.9% | -30.4% | +80.3% | +53.7% |
| 3Y | +151.3% | -40.2% | +191.5% | +161.3% |
| All | +143.5% | -39.3% | +182.8% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling