+2,977.3%
CLX vs LH
+1,581.5%
+1,395.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +13.6% | +4.8% | +8.9% | +13.2% |
| 30D | +29.1% | +18.8% | +10.2% | +27.0% |
| 3M | +1.6% | +15.7% | -14.1% | +0.2% |
| 6M | +18.7% | +46.7% | -27.9% | +14.7% |
| YTD | +11.1% | +48.9% | -37.8% | +7.1% |
| 1Y | +7.0% | +43.5% | -36.5% | +3.5% |
| 3Y | -10.0% | +86.9% | -96.9% | -15.1% |
| 5Y | -22.6% | +60.4% | -83.0% | -26.3% |
| 10Y | +29.3% | +260.7% | -231.4% | +14.3% |
| All | +2,977.3% | +1,581.5% | +1,395.8% | +2,216.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling