+32.8%
LDOS vs CLBK
+44.9%
-12.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.5% |
| 7D | -7.2% | +0.6% | -7.8% | -7.3% |
| 30D | +16.8% | +2.9% | +14.0% | +16.4% |
| 3M | -1.6% | +3.0% | -4.5% | -2.1% |
| 6M | -1.0% | +27.3% | -28.3% | -4.4% |
| YTD | -25.8% | +58.0% | -83.8% | -30.7% |
| 1Y | -31.1% | +62.4% | -93.5% | -35.9% |
| 3Y | +32.8% | +46.9% | -14.1% | +23.1% |
| All | +32.8% | +44.9% | -12.1% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling