+31.8%
CLX vs LH
+261.9%
-230.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +9.5% | +1.1% | +8.4% | +9.3% |
| 30D | +30.7% | +16.7% | +13.9% | +26.3% |
| 3M | +4.2% | +15.1% | -10.9% | +1.0% |
| 6M | +22.1% | +46.3% | -24.2% | +12.4% |
| YTD | +14.1% | +48.8% | -34.7% | +4.6% |
| 1Y | +10.3% | +39.7% | -29.4% | +2.5% |
| 3Y | -7.8% | +87.0% | -94.8% | -19.6% |
| 5Y | -20.8% | +53.0% | -73.9% | -29.3% |
| All | +31.8% | +261.9% | -230.1% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling