+24.9%
CLX vs LII
+170.7%
-145.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.2% | +3.4% | +5.1% |
| 7D | +17.4% | -1.2% | +18.6% | +17.7% |
| 30D | +27.8% | -2.0% | +29.7% | +28.0% |
| 3M | +3.0% | -20.2% | +23.2% | +7.3% |
| 6M | +17.5% | -32.5% | +50.1% | +25.4% |
| YTD | +10.0% | -27.4% | +37.4% | +15.3% |
| 1Y | +3.3% | -28.2% | +31.5% | +8.5% |
| 3Y | -10.1% | -7.2% | -2.9% | -12.4% |
| 5Y | -23.7% | +19.9% | -43.6% | -31.7% |
| 10Y | +24.9% | +168.6% | -143.8% | -8.4% |
| All | +24.9% | +170.7% | -145.9% | -8.4% |
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