-22.3%
CLF vs LTH
+253.6%
-275.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -6.0% |
| 3M | +3.0% | +11.7% | -8.7% | -1.0% |
| 6M | +16.7% | +48.5% | -31.8% | +1.1% |
| YTD | -3.2% | +78.4% | -81.6% | -21.6% |
| 1Y | +24.6% | +89.7% | -65.1% | -1.3% |
| 3Y | -22.3% | +245.6% | -267.9% | -42.8% |
| All | -22.3% | +253.6% | -275.9% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling