-35.3%
CLS vs LTH
+83.5%
-118.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.5% | +8.3% | +7.8% |
| 7D | -10.6% | +7.0% | -17.6% | -10.0% |
| 30D | -38.4% | +15.4% | -53.9% | -37.8% |
| 3M | -29.9% | +7.0% | -36.9% | -29.0% |
| 6M | -40.6% | +46.9% | -87.5% | -40.7% |
| YTD | -24.6% | +76.4% | -101.0% | -28.8% |
| All | -35.3% | +83.5% | -118.8% | -40.4% |
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