+54.0%
LHX vs CLX
-36.5%
+90.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -12.7% |
| 3M | -21.0% | -9.7% | -11.3% | -19.8% |
| 6M | -32.0% | -19.8% | -12.2% | -29.9% |
| YTD | -15.3% | -9.8% | -5.5% | -14.4% |
| 1Y | -11.1% | -26.2% | +15.1% | -7.1% |
| 3Y | +54.0% | -36.2% | +90.2% | +56.6% |
| All | +54.0% | -36.5% | +90.5% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling