-33.6%
CLX vs LEN
-25.9%
-7.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.3% | -0.7% |
| 7D | -3.5% | -2.9% | -0.7% | -2.9% |
| 30D | -11.9% | -8.9% | -3.0% | -10.0% |
| 3M | -2.6% | -10.9% | +8.3% | -0.2% |
| 6M | -18.2% | -19.7% | +1.5% | -14.6% |
| YTD | -5.9% | -20.6% | +14.7% | -1.7% |
| 1Y | -23.8% | -42.4% | +18.6% | -16.0% |
| 3Y | -33.6% | -26.5% | -7.0% | -34.9% |
| All | -33.6% | -25.9% | -7.7% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling