+117.2%
LII vs CLBK
+67.9%
+49.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.7% | +1.2% | -1.9% | -1.1% |
| 30D | -12.6% | +9.1% | -21.7% | -15.3% |
| 3M | -24.4% | +27.7% | -52.1% | -30.8% |
| 6M | -28.7% | +40.8% | -69.5% | -36.8% |
| YTD | -19.1% | +66.4% | -85.5% | -32.6% |
| 1Y | -29.7% | +72.4% | -102.1% | -42.3% |
| 3Y | +4.8% | +50.7% | -45.9% | -12.0% |
| 5Y | +24.6% | +42.9% | -18.4% | +1.5% |
| All | +117.2% | +67.9% | +49.3% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling