-33.0%
CLX vs LTH
+157.9%
-190.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -9.2% | -0.6% | -8.6% | -9.1% |
| 30D | -11.0% | -4.6% | -6.5% | -10.5% |
| 3M | +5.0% | +32.8% | -27.8% | +0.8% |
| 6M | -18.8% | +64.6% | -83.4% | -24.6% |
| YTD | -4.4% | +62.6% | -67.0% | -11.3% |
| 1Y | -21.9% | +49.9% | -71.8% | -26.8% |
| All | -33.0% | +157.9% | -190.9% | -45.5% |
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