+36.5%
LMT vs CLBK
+52.3%
-15.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.5% | -1.4% | +0.8% | -0.5% |
| 30D | -10.8% | +4.5% | -15.3% | -11.0% |
| 3M | +1.6% | +22.8% | -21.2% | +0.5% |
| 6M | -17.6% | +43.4% | -61.0% | -19.2% |
| YTD | +11.6% | +64.1% | -52.5% | +8.4% |
| 1Y | +17.2% | +67.6% | -50.3% | +13.7% |
| All | +36.5% | +52.3% | -15.8% | +33.3% |
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 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