-25.4%
CLX vs LEN
-41.8%
+16.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.6% | -2.3% |
| 7D | -4.9% | -3.4% | -1.6% | -3.8% |
| 30D | -15.8% | -5.7% | -10.2% | -14.1% |
| 3M | -7.9% | -12.2% | +4.3% | -4.2% |
| 6M | -19.0% | -18.3% | -0.8% | -14.3% |
| YTD | -7.9% | -20.2% | +12.3% | -2.5% |
| 1Y | -25.4% | -40.1% | +14.7% | -13.6% |
| All | -25.4% | -41.8% | +16.4% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling