+24.9%
CLX vs LSCC
+1,398.6%
-1,373.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.4% | -2.9% | +5.4% |
| 7D | +17.4% | +19.3% | -1.9% | +17.0% |
| 30D | +27.8% | -9.6% | +37.4% | +27.9% |
| 3M | +3.0% | -12.4% | +15.4% | +3.1% |
| 6M | +17.5% | -10.5% | +28.0% | +17.3% |
| YTD | +10.0% | +54.8% | -44.8% | +8.6% |
| 1Y | +3.3% | +79.4% | -76.1% | +1.8% |
| 3Y | -10.1% | +109.6% | -119.7% | -12.1% |
| 5Y | -23.7% | +40.4% | -64.1% | -25.7% |
| 10Y | +24.9% | +1,379.1% | -1,354.2% | +12.6% |
| All | +24.9% | +1,398.6% | -1,373.7% | +12.6% |
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