+139.3%
LTH vs CLBK
+36.7%
+102.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | +1.5% | +1.1% | +0.4% | +1.1% |
| 30D | -3.1% | +7.8% | -10.8% | -5.7% |
| 3M | +28.1% | +23.9% | +4.3% | +18.2% |
| 6M | +67.4% | +42.3% | +25.1% | +46.8% |
| YTD | +59.8% | +65.4% | -5.6% | +32.5% |
| 1Y | +45.6% | +70.3% | -24.7% | +18.9% |
| 3Y | +162.0% | +54.5% | +107.5% | +118.2% |
| All | +139.3% | +36.7% | +102.6% | +98.2% |
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