+397.6%
LNG vs CLBK
+66.9%
+330.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.3% |
| 7D | -6.2% | +1.1% | -7.3% | -6.4% |
| 30D | +8.0% | +7.8% | +0.2% | +6.0% |
| 3M | +16.9% | +23.9% | -7.0% | +10.6% |
| 6M | +8.7% | +42.3% | -33.6% | -1.0% |
| YTD | +43.0% | +65.4% | -22.4% | +25.0% |
| 1Y | +19.4% | +70.3% | -50.9% | +3.1% |
| 3Y | +74.7% | +54.5% | +20.2% | +50.3% |
| 5Y | +222.4% | +43.1% | +179.3% | +163.2% |
| All | +397.6% | +66.9% | +330.7% | +297.3% |
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 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