+248.9%
LTH vs CLBK
+51.8%
+197.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -1.4% |
| 7D | +7.0% | +1.8% | +5.2% | +6.1% |
| 30D | +15.4% | +5.1% | +10.3% | +12.9% |
| 3M | +7.0% | +5.2% | +1.9% | +4.4% |
| 6M | +46.9% | +28.6% | +18.3% | +30.6% |
| YTD | +76.4% | +61.4% | +15.0% | +41.4% |
| 1Y | +83.7% | +64.7% | +19.0% | +45.6% |
| 3Y | +248.9% | +55.1% | +193.8% | +177.8% |
| All | +248.9% | +51.8% | +197.0% | +177.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling