+3,494.4%
CLS vs LTH
+156.3%
+3,338.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.4% | +6.1% |
| 7D | +12.8% | +1.5% | +11.2% | +12.2% |
| 30D | +3.8% | -3.1% | +6.9% | +4.4% |
| 3M | -14.6% | +28.1% | -42.7% | -20.4% |
| 6M | +32.2% | +67.4% | -35.2% | +13.6% |
| YTD | +11.6% | +59.8% | -48.2% | -3.5% |
| 1Y | +35.1% | +45.6% | -10.5% | +19.3% |
| 3Y | +1,312.5% | +162.0% | +1,150.5% | +952.7% |
| All | +3,494.4% | +156.3% | +3,338.1% | +2,458.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling