+55.6%
LDOS vs CLBK
+28.8%
+26.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +1.9% | +2.9% | -1.0% | +1.4% |
| 30D | +12.8% | +5.4% | +7.4% | +11.8% |
| 3M | -1.0% | +5.8% | -6.8% | -2.0% |
| 6M | +6.2% | +28.9% | -22.7% | +1.6% |
| YTD | -23.2% | +61.8% | -85.1% | -29.5% |
| 1Y | -29.5% | +63.1% | -92.6% | -35.4% |
| 3Y | +37.1% | +55.3% | -18.3% | +24.2% |
| 5Y | +55.6% | +28.0% | +27.6% | +38.9% |
| All | +55.6% | +28.8% | +26.8% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling