-5.6%
CLX vs LTH
+84.0%
-89.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.3% | -0.6% | +4.2% |
| 7D | +14.2% | +9.9% | +4.3% | +11.8% |
| 30D | +22.7% | +18.3% | +4.4% | +18.2% |
| 3M | -2.8% | +5.9% | -8.7% | -4.0% |
| 6M | +17.7% | +80.3% | -62.6% | +3.5% |
| YTD | +3.3% | +78.3% | -75.0% | -10.2% |
| 1Y | -5.6% | +81.0% | -86.6% | -18.7% |
| All | -5.6% | +84.0% | -89.7% | -18.7% |
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