+18.7%
LHX vs CLBK
+43.5%
-24.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -4.3% | -1.5% | -2.8% | -4.0% |
| 30D | -15.1% | -1.0% | -14.1% | -15.0% |
| 3M | -21.0% | +22.9% | -43.9% | -23.7% |
| 6M | -32.0% | +44.2% | -76.2% | -36.0% |
| YTD | -15.3% | +64.0% | -79.3% | -22.2% |
| 1Y | -11.1% | +65.7% | -76.7% | -18.6% |
| 3Y | +54.0% | +54.1% | 0.0% | +40.7% |
| All | +18.7% | +43.5% | -24.8% | +6.8% |
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 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