+19.1%
CLX vs LSCC
+1,244.7%
-1,225.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.1% | -6.9% | +0.2% |
| 7D | +13.6% | +13.0% | +0.6% | +13.4% |
| 30D | +23.4% | -19.8% | +43.2% | +23.7% |
| 3M | -2.8% | -18.4% | +15.6% | -2.6% |
| 6M | +14.0% | -16.1% | +30.1% | +13.9% |
| YTD | +4.2% | +42.7% | -38.6% | +3.0% |
| 1Y | -1.2% | +68.0% | -69.2% | -2.5% |
| 3Y | -12.7% | +85.8% | -98.5% | -14.4% |
| 5Y | -26.5% | +28.0% | -54.5% | -28.3% |
| All | +19.1% | +1,244.7% | -1,225.5% | +7.7% |
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