-22.6%
CLX vs LH
+64.6%
-87.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +13.6% | +4.8% | +8.9% | +12.2% |
| 30D | +29.1% | +18.8% | +10.2% | +22.8% |
| 3M | +1.6% | +15.7% | -14.1% | -2.7% |
| 6M | +18.7% | +46.7% | -27.9% | +6.4% |
| YTD | +11.1% | +48.9% | -37.8% | -0.8% |
| 1Y | +7.0% | +43.5% | -36.5% | -3.6% |
| 3Y | -10.0% | +86.9% | -96.9% | -24.8% |
| 5Y | -22.6% | +60.4% | -83.0% | -35.1% |
| All | -22.6% | +64.6% | -87.2% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling