+122.4%
LDOS vs CLBK
+60.9%
+61.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.6% | +0.9% | -2.5% | -1.9% |
| 30D | +8.2% | +3.4% | +4.8% | +7.2% |
| 3M | -8.2% | -4.3% | -3.9% | -7.1% |
| 6M | +5.8% | +28.4% | -22.5% | -1.7% |
| YTD | -27.0% | +59.4% | -86.4% | -36.6% |
| 1Y | -31.0% | +64.8% | -95.8% | -40.8% |
| 3Y | +29.3% | +50.6% | -21.3% | +10.1% |
| 5Y | +48.7% | +28.3% | +20.4% | +27.0% |
| All | +122.4% | +60.9% | +61.5% | +67.8% |
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