-29.5%
LDOS vs CLBK
+63.3%
-92.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.9% | +2.4% | -0.6% | +1.5% |
| 30D | +12.8% | +4.9% | +7.9% | +11.9% |
| 3M | -1.0% | +5.3% | -6.3% | -1.9% |
| 6M | +6.2% | +28.3% | -22.1% | +2.2% |
| YTD | -23.2% | +61.1% | -84.3% | -28.4% |
| 1Y | -29.5% | +62.4% | -91.9% | -34.7% |
| All | -29.5% | +63.3% | -92.8% | -34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling