-2.9%
CLX vs LII
+171.3%
-174.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.5% |
| 7D | -9.2% | -0.7% | -8.5% | -9.1% |
| 30D | -11.0% | -12.6% | +1.6% | -8.8% |
| 3M | +5.0% | -24.4% | +29.5% | +9.9% |
| 6M | -18.8% | -28.7% | +9.9% | -14.3% |
| YTD | -4.4% | -19.1% | +14.7% | -1.6% |
| 1Y | -21.9% | -29.7% | +7.9% | -17.7% |
| 3Y | -32.8% | +4.8% | -37.5% | -36.1% |
| 5Y | -34.6% | +24.6% | -59.1% | -41.8% |
| All | -2.9% | +171.3% | -174.2% | -28.4% |
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