+2,151.4%
CLS vs LTH
+184.4%
+1,967.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | -22.2% | +4.5% | -26.6% | -23.1% |
| 30D | -44.4% | +16.3% | -60.7% | -46.7% |
| 3M | -34.3% | +8.4% | -42.7% | -36.1% |
| 6M | -50.1% | +40.3% | -90.3% | -54.8% |
| YTD | -30.1% | +77.3% | -107.4% | -41.4% |
| 1Y | -39.3% | +88.0% | -127.3% | -50.1% |
| 3Y | +732.7% | +274.3% | +458.5% | +464.8% |
| 5Y | +1,777.2% | +142.9% | +1,634.3% | +1,187.5% |
| All | +2,151.4% | +184.4% | +1,967.0% | +1,453.2% |
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 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