+82.0%
LSCC vs CLBK
+42.8%
+39.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.3% | +1.2% | +0.1% | +0.9% |
| 30D | -9.7% | +9.1% | -18.8% | -12.3% |
| 3M | -23.7% | +27.7% | -51.4% | -30.0% |
| 6M | +26.5% | +40.8% | -14.3% | +12.3% |
| YTD | +57.5% | +66.4% | -8.9% | +31.7% |
| 1Y | +75.7% | +72.4% | +3.3% | +44.9% |
| 3Y | +19.5% | +50.7% | -31.2% | +1.1% |
| All | +82.0% | +42.8% | +39.3% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling