+87.4%
LMT vs CLBK
+66.9%
+20.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | -1.5% | +1.1% | -2.7% | -1.8% |
| 30D | -8.2% | +7.8% | -16.0% | -9.6% |
| 3M | +3.7% | +23.9% | -20.1% | -0.5% |
| 6M | -19.2% | +42.3% | -61.5% | -24.6% |
| YTD | +12.9% | +65.4% | -52.5% | +2.0% |
| 1Y | +19.8% | +70.3% | -50.5% | +7.2% |
| 3Y | +37.3% | +54.5% | -17.2% | +22.4% |
| 5Y | +74.4% | +43.1% | +31.3% | +48.8% |
| All | +87.4% | +66.9% | +20.5% | +46.1% |
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 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