-17.5%
CLF vs LTH
+152.2%
-169.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +7.6% | -0.6% | +8.2% | +7.8% |
| 30D | -1.2% | -4.6% | +3.4% | +0.1% |
| 3M | -13.4% | +32.8% | -46.2% | -21.0% |
| 6M | +15.4% | +64.6% | -49.2% | -2.1% |
| YTD | -5.9% | +62.6% | -68.5% | -19.9% |
| 1Y | +18.8% | +49.9% | -31.1% | +3.4% |
| All | -17.5% | +152.2% | -169.8% | -28.2% |
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