-26.8%
CLX vs LTH
+184.4%
-211.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +13.6% | +4.5% | +9.1% | +13.0% |
| 30D | +23.4% | +16.3% | +7.0% | +21.2% |
| 3M | -2.8% | +8.4% | -11.2% | -3.8% |
| 6M | +14.0% | +40.3% | -26.3% | +9.5% |
| YTD | +4.2% | +77.3% | -73.1% | -2.8% |
| 1Y | -1.2% | +88.0% | -89.1% | -8.3% |
| 3Y | -12.7% | +274.3% | -287.0% | -25.8% |
| 5Y | -26.5% | +142.9% | -169.4% | -38.6% |
| All | -26.8% | +184.4% | -211.1% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling