+253.2%
CLX vs LII
+3,124.4%
-2,871.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.5% |
| 3M | +5.0% | -24.4% | +29.5% | +8.5% |
| 6M | -18.8% | -28.7% | +9.9% | -15.6% |
| YTD | -4.4% | -19.1% | +14.7% | -2.3% |
| 1Y | -21.9% | -29.7% | +7.9% | -18.8% |
| 3Y | -32.8% | +4.8% | -37.5% | -34.5% |
| 5Y | -34.6% | +24.6% | -59.1% | -38.4% |
| 10Y | -4.7% | +169.2% | -173.9% | -19.4% |
| All | +253.2% | +3,124.4% | -2,871.2% | +120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling