-33.8%
CLX vs LTH
+156.3%
-190.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.4% |
| 7D | -3.5% | +1.5% | -5.1% | -3.7% |
| 30D | -11.9% | -3.1% | -8.8% | -11.6% |
| 3M | -2.6% | +28.1% | -30.7% | -5.3% |
| 6M | -18.2% | +67.4% | -85.6% | -22.9% |
| YTD | -5.9% | +59.8% | -65.7% | -11.1% |
| 1Y | -23.8% | +45.6% | -69.4% | -27.4% |
| 3Y | -33.6% | +162.0% | -195.6% | -41.7% |
| All | -33.8% | +156.3% | -190.2% | -43.6% |
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 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