+222.0%
LHX vs CLX
-3.7%
+225.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | -4.3% | -5.7% | +1.4% | -3.4% |
| 30D | -15.1% | -17.0% | +1.9% | -12.8% |
| 3M | -21.0% | -9.7% | -11.3% | -19.9% |
| 6M | -32.0% | -19.8% | -12.2% | -30.0% |
| YTD | -15.3% | -9.8% | -5.5% | -14.4% |
| 1Y | -11.1% | -26.2% | +15.1% | -7.5% |
| 3Y | +54.0% | -36.2% | +90.2% | +62.9% |
| 5Y | +17.1% | -38.3% | +55.5% | +23.0% |
| All | +222.0% | -3.7% | +225.7% | +220.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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