+18.4%
CLSK vs LCID
-95.9%
+114.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.8% | +6.4% |
| 7D | +7.7% | -9.8% | +17.6% | +11.9% |
| 30D | +12.2% | -35.5% | +47.7% | +31.8% |
| 3M | -15.5% | -18.4% | +2.9% | -15.4% |
| 6M | +39.3% | -60.5% | +99.8% | +82.5% |
| YTD | +35.1% | -60.1% | +95.2% | +77.2% |
| 1Y | +34.0% | -78.8% | +112.8% | +124.6% |
| 3Y | +226.3% | -92.8% | +319.0% | +611.4% |
| 5Y | +6.4% | -97.9% | +104.3% | +250.3% |
| All | +18.4% | -95.9% | +114.2% | +271.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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