+83.2%
LMT vs CLBK
+65.5%
+17.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.2% | -1.5% | +1.2% | +0.1% |
| 30D | -13.1% | -1.0% | -12.0% | -12.9% |
| 3M | -3.9% | +22.9% | -26.8% | -7.7% |
| 6M | -18.3% | +44.2% | -62.5% | -23.9% |
| YTD | +10.3% | +64.0% | -53.6% | -0.1% |
| 1Y | +14.2% | +65.7% | -51.4% | +2.8% |
| 3Y | +35.0% | +54.1% | -19.1% | +20.3% |
| 5Y | +73.2% | +44.7% | +28.5% | +46.7% |
| All | +83.2% | +65.5% | +17.8% | +43.1% |
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