-11.1%
LHX vs CLX
-25.9%
+14.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | -4.3% | -5.7% | +1.4% | -3.6% |
| 30D | -15.1% | -17.0% | +1.9% | -13.3% |
| 3M | -21.0% | -9.7% | -11.3% | -20.1% |
| 6M | -32.0% | -19.8% | -12.2% | -31.0% |
| YTD | -15.3% | -9.8% | -5.5% | -13.6% |
| 1Y | -11.1% | -26.2% | +15.1% | -10.7% |
| All | -11.1% | -25.9% | +14.8% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling