-2.9%
CLX vs LSCC
+1,763.3%
-1,766.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.3% |
| 7D | -9.2% | +1.3% | -10.5% | -9.3% |
| 30D | -11.0% | -9.7% | -1.4% | -10.9% |
| 3M | +5.0% | -23.7% | +28.7% | +5.4% |
| 6M | -18.8% | +26.5% | -45.3% | -19.5% |
| YTD | -4.4% | +57.5% | -61.9% | -5.4% |
| 1Y | -21.9% | +75.7% | -97.5% | -22.9% |
| 3Y | -32.8% | +19.5% | -52.2% | -33.6% |
| 5Y | -34.6% | +83.8% | -118.3% | -36.2% |
| All | -2.9% | +1,763.3% | -1,766.2% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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