+64.7%
LH vs CLBK
+51.6%
+13.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -3.2% | -1.5% | -1.7% | -2.9% |
| 30D | +0.1% | +6.7% | -6.5% | -1.1% |
| 3M | +18.6% | +21.2% | -2.5% | +14.5% |
| 6M | +17.9% | +42.0% | -24.0% | +10.7% |
| YTD | +28.9% | +63.3% | -34.3% | +17.8% |
| 1Y | +16.6% | +65.4% | -48.8% | +6.1% |
| All | +64.7% | +51.6% | +13.1% | +48.9% |
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 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