-32.9%
LII vs CLBK
+70.4%
-103.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +2.1% | +1.1% | +1.0% | +1.8% |
| 30D | -12.4% | +7.8% | -20.2% | -14.5% |
| 3M | -24.8% | +23.9% | -48.7% | -30.1% |
| 6M | -25.2% | +42.3% | -67.5% | -33.7% |
| YTD | -20.3% | +65.4% | -85.6% | -32.4% |
| 1Y | -32.9% | +70.3% | -103.3% | -44.3% |
| All | -32.9% | +70.4% | -103.4% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling