-38.0%
CLF vs LTH
+186.2%
-224.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.6% |
| 7D | -9.1% | +6.4% | -15.4% | -10.9% |
| 30D | -0.9% | +16.7% | -17.7% | -5.7% |
| 3M | +3.0% | +11.7% | -8.7% | -0.9% |
| 6M | +16.7% | +48.5% | -31.8% | +2.5% |
| YTD | -3.2% | +78.4% | -81.6% | -19.9% |
| 1Y | +24.6% | +89.7% | -65.1% | +1.2% |
| 3Y | -22.3% | +245.6% | -267.9% | -46.7% |
| 5Y | -41.2% | +142.7% | -183.9% | -60.0% |
| All | -38.0% | +186.2% | -224.1% | -55.6% |
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