-20.0%
LVS vs CLBK
+68.0%
-88.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -3.5% | -1.5% | -2.0% | -3.2% |
| 30D | -6.2% | -1.0% | -5.2% | -6.1% |
| 3M | -14.8% | +22.9% | -37.7% | -19.1% |
| 6M | -20.9% | +44.2% | -65.1% | -28.1% |
| YTD | -33.0% | +64.0% | -97.0% | -41.1% |
| 1Y | -20.0% | +65.7% | -85.7% | -30.9% |
| All | -20.0% | +68.0% | -88.0% | -30.9% |
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 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