+126.1%
LH vs CLBK
+65.6%
+60.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.6% |
| 7D | -7.4% | -1.4% | -6.0% | -7.0% |
| 30D | -4.6% | +4.5% | -9.1% | -6.0% |
| 3M | +14.5% | +22.8% | -8.3% | +7.2% |
| 6M | +14.8% | +43.4% | -28.6% | +2.3% |
| YTD | +23.3% | +64.1% | -40.9% | +4.7% |
| 1Y | +13.6% | +67.6% | -54.0% | -4.6% |
| 3Y | +56.3% | +53.3% | +3.1% | +30.7% |
| 5Y | +25.2% | +44.8% | -19.6% | +0.6% |
| All | +126.1% | +65.6% | +60.5% | +68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling