-32.8%
CLX vs LTH
+160.9%
-193.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -9.2% | -0.6% | -8.6% | -9.2% |
| 30D | -11.0% | -4.6% | -6.5% | -10.6% |
| 3M | +5.0% | +32.8% | -27.8% | +1.7% |
| 6M | -18.8% | +64.6% | -83.4% | -23.4% |
| YTD | -4.4% | +62.6% | -67.0% | -9.8% |
| 1Y | -21.9% | +49.9% | -71.8% | -25.7% |
| 3Y | -32.8% | +151.3% | -184.1% | -40.8% |
| All | -32.8% | +160.9% | -193.7% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling