-41.5%
CLF vs LTH
+143.1%
-184.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.3% | +0.3% | +2.1% | +2.2% |
| 30D | +1.9% | +17.7% | -15.8% | -3.4% |
| 3M | +5.9% | +8.5% | -2.6% | +2.7% |
| 6M | +16.9% | +46.9% | -30.0% | +2.6% |
| YTD | -1.1% | +78.8% | -79.8% | -18.8% |
| 1Y | +28.8% | +84.9% | -56.1% | +4.6% |
| 3Y | -20.6% | +246.4% | -267.0% | -46.6% |
| 5Y | -41.5% | +129.6% | -171.1% | -60.8% |
| All | -41.5% | +143.1% | -184.6% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling