-22.6%
CLX vs LTH
+137.1%
-159.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.9% |
| 7D | +9.5% | -1.3% | +10.8% | +9.7% |
| 30D | +30.7% | +15.7% | +15.0% | +28.4% |
| 3M | +4.2% | +5.0% | -0.8% | +3.5% |
| 6M | +22.1% | +37.7% | -15.6% | +17.4% |
| YTD | +14.1% | +75.0% | -60.9% | +6.3% |
| 1Y | +10.3% | +82.6% | -72.3% | +2.3% |
| 3Y | -7.8% | +241.3% | -249.1% | -21.4% |
| All | -22.6% | +137.1% | -159.7% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling