+104.7%
LLY vs CLX
-32.3%
+137.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -2.1% | -9.2% | +7.1% | -0.5% |
| 30D | -1.6% | -11.0% | +9.4% | +0.5% |
| 3M | +2.3% | +5.0% | -2.8% | +1.6% |
| 6M | +14.9% | -18.8% | +33.7% | +18.9% |
| YTD | +7.5% | -4.4% | +11.9% | +8.8% |
| 1Y | +55.7% | -21.9% | +77.5% | +62.5% |
| All | +104.7% | -32.3% | +137.0% | +97.5% |
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