-12.7%
CLX vs LTH
+268.4%
-281.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +13.6% | +4.5% | +9.1% | +12.9% |
| 30D | +23.4% | +16.3% | +7.0% | +20.7% |
| 3M | -2.8% | +8.4% | -11.2% | -4.0% |
| 6M | +14.0% | +40.3% | -26.3% | +8.7% |
| YTD | +4.2% | +77.3% | -73.1% | -4.0% |
| 1Y | -1.2% | +88.0% | -89.1% | -9.5% |
| 3Y | -12.7% | +274.3% | -287.0% | -29.1% |
| All | -12.7% | +268.4% | -281.1% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling