+30.0%
LH vs CLBK
+41.8%
-11.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.2% |
| 3M | +18.6% | +21.2% | -2.5% | +14.2% |
| 6M | +17.9% | +42.0% | -24.0% | +10.0% |
| YTD | +28.9% | +63.3% | -34.3% | +16.7% |
| 1Y | +16.6% | +65.4% | -48.8% | +5.1% |
| 3Y | +63.6% | +52.5% | +11.1% | +47.0% |
| 5Y | +30.0% | +42.0% | -12.0% | +18.4% |
| All | +30.0% | +41.8% | -11.8% | +18.4% |
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