-20.7%
CLX vs LTH
+174.8%
-195.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.4% | +1.7% |
| 7D | +8.5% | -4.6% | +13.2% | +9.1% |
| 30D | +30.0% | +14.8% | +15.2% | +27.9% |
| 3M | +3.8% | +3.9% | -0.1% | +3.2% |
| 6M | +24.6% | +35.5% | -10.9% | +20.2% |
| YTD | +12.8% | +71.3% | -58.6% | +5.6% |
| 1Y | +8.6% | +75.7% | -67.1% | +1.5% |
| 3Y | -8.6% | +231.9% | -240.6% | -21.3% |
| 5Y | -21.8% | +130.5% | -152.2% | -34.6% |
| All | -20.7% | +174.8% | -195.6% | -33.0% |
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