+1,980.9%
CLS vs LTH
+137.1%
+1,843.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.5% | -5.9% |
| 7D | +16.3% | -1.3% | +17.6% | +16.5% |
| 30D | -25.7% | +15.7% | -41.3% | -28.8% |
| 3M | -30.9% | +5.0% | -35.9% | -32.3% |
| 6M | -35.5% | +37.7% | -73.2% | -41.5% |
| YTD | -18.7% | +75.0% | -93.7% | -32.0% |
| 1Y | -17.9% | +82.6% | -100.5% | -32.2% |
| 3Y | +838.1% | +241.3% | +596.8% | +546.6% |
| All | +1,980.9% | +137.1% | +1,843.8% | +1,301.6% |
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