-40.9%
CLF vs LTH
+183.0%
-223.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.5% | +7.5% | +7.1% |
| 7D | -14.1% | +7.0% | -21.1% | -16.0% |
| 30D | -5.5% | +15.4% | -21.0% | -9.9% |
| 3M | 0.0% | +7.0% | -7.0% | -2.6% |
| 6M | +11.3% | +46.9% | -35.6% | -2.0% |
| YTD | -7.7% | +76.4% | -84.1% | -23.4% |
| 1Y | +17.5% | +83.7% | -66.2% | -3.6% |
| 3Y | -25.4% | +248.9% | -274.3% | -49.0% |
| 5Y | -46.0% | +141.8% | -187.8% | -63.1% |
| All | -40.9% | +183.0% | -223.8% | -57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling