+29.3%
CLX vs LII
+166.2%
-136.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.1% |
| 7D | +13.6% | +0.4% | +13.2% | +13.6% |
| 30D | +29.1% | -2.4% | +31.4% | +29.4% |
| 3M | +1.6% | -17.5% | +19.1% | +5.2% |
| 6M | +18.7% | -32.8% | +51.6% | +26.8% |
| YTD | +11.1% | -27.7% | +38.8% | +16.6% |
| 1Y | +7.0% | -28.1% | +35.1% | +12.4% |
| 3Y | -10.0% | -9.7% | -0.3% | -11.8% |
| 5Y | -22.6% | +19.5% | -42.1% | -30.7% |
| 10Y | +29.3% | +170.6% | -141.3% | -4.1% |
| All | +29.3% | +166.2% | -136.9% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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