+732.7%
CLS vs LTH
+268.4%
+464.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -22.2% | +4.5% | -26.6% | -22.9% |
| 30D | -44.4% | +16.3% | -60.7% | -46.2% |
| 3M | -34.3% | +8.4% | -42.7% | -35.6% |
| 6M | -50.1% | +40.3% | -90.3% | -54.2% |
| YTD | -30.1% | +77.3% | -107.4% | -40.5% |
| 1Y | -39.3% | +88.0% | -127.3% | -49.4% |
| 3Y | +732.7% | +274.3% | +458.5% | +550.1% |
| All | +732.7% | +268.4% | +464.3% | +550.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling