+110.6%
LNT vs CLBK
+65.5%
+45.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.0% | -1.5% | +0.4% | -0.7% |
| 30D | -4.2% | -1.0% | -3.2% | -4.1% |
| 3M | -6.7% | +22.9% | -29.6% | -10.8% |
| 6M | -3.6% | +44.2% | -47.8% | -10.9% |
| YTD | +5.9% | +64.0% | -58.1% | -5.1% |
| 1Y | +7.3% | +65.7% | -58.4% | -4.4% |
| 3Y | +46.5% | +54.1% | -7.6% | +29.9% |
| 5Y | +32.5% | +44.7% | -12.2% | +14.0% |
| All | +110.6% | +65.5% | +45.2% | +66.8% |
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