+2,548.0%
CLX vs LH
+1,382.1%
+1,165.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | -9.2% | -2.5% | -6.8% | -9.0% |
| 30D | -11.0% | +4.3% | -15.4% | -11.4% |
| 3M | +5.0% | +25.5% | -20.5% | +2.9% |
| 6M | -18.8% | +17.0% | -35.8% | -20.0% |
| YTD | -4.4% | +31.3% | -35.7% | -6.7% |
| 1Y | -21.9% | +20.0% | -41.8% | -23.2% |
| 3Y | -32.8% | +63.9% | -96.6% | -35.8% |
| 5Y | -34.6% | +30.9% | -65.4% | -36.6% |
| 10Y | -4.7% | +191.4% | -196.1% | -14.3% |
| All | +2,548.0% | +1,382.1% | +1,165.9% | +1,917.0% |
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