-22.9%
CLX vs LII
+19.3%
-42.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.1% |
| 7D | +13.6% | +0.4% | +13.2% | +13.6% |
| 30D | +29.1% | -2.4% | +31.4% | +29.4% |
| 3M | +1.6% | -17.5% | +19.1% | +5.1% |
| 6M | +18.7% | -32.8% | +51.6% | +26.5% |
| YTD | +11.1% | -27.7% | +38.8% | +16.4% |
| 1Y | +7.0% | -28.1% | +35.1% | +12.1% |
| 3Y | -10.0% | -9.7% | -0.3% | -12.5% |
| All | -22.9% | +19.3% | -42.2% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling