-7.8%
LII vs CLBK
+54.0%
-61.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.3% |
| 7D | +2.9% | +0.9% | +2.0% | +2.6% |
| 30D | +0.9% | +3.4% | -2.5% | -0.2% |
| 3M | -15.5% | -4.3% | -11.3% | -14.4% |
| 6M | -30.2% | +28.4% | -58.6% | -36.3% |
| YTD | -26.8% | +59.4% | -86.3% | -38.2% |
| 1Y | -25.3% | +64.8% | -90.1% | -37.6% |
| 3Y | -7.8% | +50.6% | -58.3% | -22.2% |
| All | -7.8% | +54.0% | -61.7% | -22.2% |
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