+2,328.3%
CLS vs LTH
+183.0%
+2,145.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.5% | +8.3% | +8.0% |
| 7D | -10.6% | +7.0% | -17.6% | -12.2% |
| 30D | -38.4% | +15.4% | -53.9% | -40.9% |
| 3M | -29.9% | +7.0% | -36.9% | -31.6% |
| 6M | -40.6% | +46.9% | -87.5% | -47.0% |
| YTD | -24.6% | +76.4% | -101.0% | -36.7% |
| 1Y | -30.8% | +83.7% | -114.5% | -42.7% |
| 3Y | +811.7% | +248.9% | +562.9% | +531.0% |
| 5Y | +1,838.4% | +141.8% | +1,696.6% | +1,231.0% |
| All | +2,328.3% | +183.0% | +2,145.3% | +1,577.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling