-33.6%
CLX vs LH
+64.5%
-98.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.4% |
| 7D | -3.5% | -0.8% | -2.7% | -3.3% |
| 30D | -11.9% | +2.0% | -13.9% | -12.4% |
| 3M | -2.6% | +24.3% | -26.9% | -9.1% |
| 6M | -18.2% | +21.1% | -39.2% | -23.1% |
| YTD | -5.9% | +30.4% | -36.4% | -13.3% |
| 1Y | -23.8% | +18.4% | -42.2% | -28.1% |
| 3Y | -33.6% | +65.5% | -99.0% | -43.6% |
| All | -33.6% | +64.5% | -98.1% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling