+41.3%
LDOS vs CLBK
+51.7%
-10.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.4% | +1.2% | -6.6% | -5.6% |
| 30D | +4.9% | +9.1% | -4.2% | +3.5% |
| 3M | +7.2% | +27.7% | -20.5% | +3.4% |
| 6M | -24.2% | +40.8% | -65.1% | -28.0% |
| YTD | -25.8% | +66.4% | -92.2% | -31.3% |
| 1Y | -24.7% | +72.4% | -97.1% | -30.8% |
| All | +41.3% | +51.7% | -10.4% | +30.8% |
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 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