+29.3%
LDOS vs CLBK
+54.0%
-24.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -1.6% | +0.9% | -2.5% | -1.7% |
| 30D | +8.2% | +3.4% | +4.8% | +7.7% |
| 3M | -8.2% | -4.3% | -3.9% | -7.7% |
| 6M | +5.8% | +28.4% | -22.5% | +2.1% |
| YTD | -27.0% | +59.4% | -86.4% | -31.9% |
| 1Y | -31.0% | +64.8% | -95.8% | -35.9% |
| 3Y | +29.3% | +50.6% | -21.3% | +19.8% |
| All | +29.3% | +54.0% | -24.7% | +19.8% |
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