+1,763.7%
CLS vs LTH
+142.9%
+1,620.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -54.9% |
| YTD | -30.1% | +77.3% | -107.4% | -41.6% |
| 1Y | -39.3% | +88.0% | -127.3% | -50.2% |
| 3Y | +732.7% | +274.3% | +458.5% | +460.4% |
| All | +1,763.7% | +142.9% | +1,620.8% | +1,150.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling