+19.1%
CLX vs LII
+162.0%
-142.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +0.6% |
| 7D | +13.6% | -0.6% | +14.2% | +13.7% |
| 30D | +23.4% | -4.6% | +27.9% | +24.2% |
| 3M | -2.8% | -21.2% | +18.4% | +1.5% |
| 6M | +14.0% | -36.4% | +50.4% | +23.0% |
| YTD | +4.2% | -28.9% | +33.1% | +9.7% |
| 1Y | -1.2% | -29.5% | +28.4% | +4.2% |
| 3Y | -12.7% | -8.6% | -4.1% | -14.7% |
| 5Y | -26.5% | +20.2% | -46.7% | -34.2% |
| All | +19.1% | +162.0% | -142.8% | -12.5% |
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