+45.8%
LTH vs CLBK
+67.6%
-21.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.2% |
| 7D | -4.0% | -1.5% | -2.5% | -3.5% |
| 30D | -1.7% | +6.7% | -8.4% | -4.0% |
| 3M | +28.0% | +21.2% | +6.8% | +18.6% |
| 6M | +54.1% | +42.0% | +12.1% | +34.7% |
| YTD | +57.1% | +63.3% | -6.2% | +31.2% |
| 1Y | +45.8% | +65.4% | -19.6% | +20.7% |
| All | +45.8% | +67.6% | -21.8% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling