+114.2%
LII vs CLBK
+66.9%
+47.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +2.1% | +1.1% | +1.0% | +1.7% |
| 30D | -12.4% | +7.8% | -20.2% | -14.7% |
| 3M | -24.8% | +23.9% | -48.7% | -30.4% |
| 6M | -25.2% | +42.3% | -67.5% | -34.0% |
| YTD | -20.3% | +65.4% | -85.6% | -33.4% |
| 1Y | -32.9% | +70.3% | -103.3% | -44.7% |
| 3Y | +2.0% | +54.5% | -52.4% | -15.0% |
| 5Y | +24.4% | +43.1% | -18.7% | +1.2% |
| All | +114.2% | +66.9% | +47.3% | +69.6% |
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