+35.1%
LMT vs CLX
-35.1%
+70.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.9% |
| 7D | -1.3% | -4.9% | +3.6% | -0.7% |
| 30D | -12.5% | -15.8% | +3.3% | -10.5% |
| 3M | -0.5% | -7.9% | +7.5% | +0.5% |
| 6M | -20.0% | -19.0% | -1.0% | -18.0% |
| YTD | +10.4% | -7.9% | +18.3% | +11.1% |
| 1Y | +17.7% | -25.4% | +43.1% | +22.0% |
| All | +35.1% | -35.1% | +70.2% | +43.1% |
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