+283.9%
CLX vs LII
+2,790.7%
-2,506.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.4% | +0.9% |
| 7D | +12.4% | +0.2% | +12.2% | +12.4% |
| 30D | +21.1% | -4.6% | +25.7% | +21.7% |
| 3M | -3.3% | -21.7% | +18.3% | -0.2% |
| 6M | +18.8% | -32.8% | +51.6% | +24.5% |
| YTD | +3.9% | -27.5% | +31.4% | +7.6% |
| 1Y | -3.8% | -28.0% | +24.2% | -0.3% |
| 3Y | -10.5% | -7.2% | -3.3% | -11.4% |
| 5Y | -26.7% | +22.6% | -49.3% | -30.8% |
| 10Y | +19.9% | +171.5% | -151.6% | +1.5% |
| All | +283.9% | +2,790.7% | -2,506.8% | +142.6% |
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 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