-32.0%
CLX vs LII
+5.3%
-37.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.3% |
| 3M | +5.0% | -24.4% | +29.5% | +8.6% |
| 6M | -18.8% | -28.7% | +9.9% | -15.7% |
| YTD | -4.4% | -19.1% | +14.7% | -2.3% |
| 1Y | -21.9% | -29.7% | +7.9% | -19.2% |
| All | -32.0% | +5.3% | -37.3% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling