+31.8%
CLX vs LII
+169.1%
-137.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | 0.0% | +0.9% |
| 7D | +9.5% | +2.9% | +6.6% | +8.9% |
| 30D | +30.7% | +0.9% | +29.8% | +30.2% |
| 3M | +4.2% | -15.5% | +19.8% | +7.5% |
| 6M | +22.1% | -30.2% | +52.3% | +29.4% |
| YTD | +14.1% | -26.8% | +40.9% | +19.5% |
| 1Y | +10.3% | -25.3% | +35.6% | +15.0% |
| 3Y | -7.8% | -7.8% | -0.1% | -10.0% |
| 5Y | -20.8% | +17.0% | -37.8% | -28.8% |
| All | +31.8% | +169.1% | -137.3% | -1.6% |
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