+28.7%
CLX vs LH
+263.2%
-234.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | +7.8% | +1.2% | +6.6% | +7.5% |
| 30D | +28.5% | +18.0% | +10.6% | +24.0% |
| 3M | +1.3% | +15.7% | -14.4% | -1.9% |
| 6M | +23.4% | +46.6% | -23.3% | +13.5% |
| YTD | +11.4% | +49.5% | -38.1% | +2.1% |
| 1Y | +6.9% | +40.2% | -33.3% | -0.7% |
| 3Y | -9.8% | +87.6% | -97.4% | -21.4% |
| 5Y | -22.7% | +59.3% | -82.0% | -31.4% |
| 10Y | +28.7% | +266.1% | -237.3% | -4.6% |
| All | +28.7% | +263.2% | -234.5% | -4.6% |
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