+123.4%
LDOS vs CLBK
+61.7%
+61.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -1.8% |
| 7D | -3.5% | +2.5% | -5.9% | -4.1% |
| 30D | +9.5% | +3.7% | +5.9% | +8.4% |
| 3M | -6.3% | -3.3% | -3.0% | -5.5% |
| 6M | +2.8% | +29.6% | -26.8% | -4.8% |
| YTD | -26.6% | +60.3% | -86.9% | -36.4% |
| 1Y | -31.3% | +63.4% | -94.7% | -40.9% |
| 3Y | +30.9% | +53.8% | -22.9% | +10.6% |
| 5Y | +49.4% | +29.0% | +20.4% | +27.3% |
| All | +123.4% | +61.7% | +61.7% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling