+1,225.8%
CLS vs LTH
+152.2%
+1,073.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +4.6% | -0.6% | +5.2% | +4.6% |
| 30D | -13.9% | -4.6% | -9.3% | -13.0% |
| 3M | -26.6% | +32.8% | -59.4% | -31.6% |
| 6M | +15.4% | +64.6% | -49.2% | +0.7% |
| YTD | +5.7% | +62.6% | -57.0% | -8.3% |
| 1Y | +41.1% | +49.9% | -8.8% | +25.2% |
| All | +1,225.8% | +152.2% | +1,073.5% | +1,000.5% |
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