-29.6%
CLS vs LTH
+84.0%
-113.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +6.3% | -15.4% | -8.3% |
| 7D | -21.1% | +9.9% | -31.0% | -20.2% |
| 30D | -38.2% | +18.3% | -56.5% | -37.2% |
| 3M | -36.3% | +5.9% | -42.3% | -35.3% |
| 6M | -43.8% | +80.3% | -124.1% | -43.3% |
| YTD | -20.0% | +78.3% | -98.3% | -21.3% |
| 1Y | -29.6% | +81.0% | -110.6% | -31.1% |
| All | -29.6% | +84.0% | -113.6% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling