+7,517.2%
LHX vs CLX
+2,294.7%
+5,222.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.6% |
| 7D | -3.7% | -4.9% | +1.2% | -2.6% |
| 30D | -13.2% | -15.8% | +2.7% | -9.9% |
| 3M | -18.4% | -7.9% | -10.4% | -17.1% |
| 6M | -32.0% | -19.0% | -12.9% | -29.2% |
| YTD | -13.6% | -7.9% | -5.7% | -12.7% |
| 1Y | -6.0% | -25.4% | +19.4% | -0.8% |
| 3Y | +57.9% | -35.0% | +93.0% | +70.3% |
| 5Y | +19.2% | -36.8% | +56.0% | +27.2% |
| 10Y | +232.3% | -1.4% | +233.7% | +208.6% |
| All | +7,517.2% | +2,294.7% | +5,222.5% | +2,867.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling