+114.8%
LNT vs CLBK
+66.9%
+47.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +1.0% | +1.1% | -0.1% | +0.8% |
| 30D | -1.1% | +7.8% | -8.9% | -2.7% |
| 3M | -3.6% | +23.9% | -27.5% | -8.0% |
| 6M | -2.7% | +42.3% | -45.0% | -9.8% |
| YTD | +8.0% | +65.4% | -57.4% | -3.4% |
| 1Y | +10.5% | +70.3% | -59.9% | -2.2% |
| 3Y | +49.6% | +54.5% | -4.9% | +32.6% |
| 5Y | +32.2% | +43.1% | -10.9% | +14.4% |
| All | +114.8% | +66.9% | +47.9% | +69.9% |
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