-80.2%
CLSK vs LDOS
+230.9%
-311.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +2.3% | +9.9% | +11.9% |
| 7D | -3.4% | -5.8% | +2.5% | -2.8% |
| 30D | -34.2% | +11.6% | -45.7% | -35.4% |
| 3M | -43.8% | -1.0% | -42.8% | -44.1% |
| 6M | -51.3% | +5.1% | -56.4% | -52.2% |
| YTD | -31.7% | -24.0% | -7.7% | -28.7% |
| 1Y | -55.6% | -30.3% | -25.3% | -53.0% |
| 3Y | +87.3% | +37.0% | +50.3% | +93.6% |
| 5Y | -67.6% | +53.4% | -121.0% | -66.3% |
| All | -80.2% | +230.9% | -311.1% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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