-60.8%
CLSK vs LH
+199.0%
-259.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +6.0% |
| 7D | +7.7% | -4.7% | +12.4% | +10.5% |
| 30D | +12.2% | -3.5% | +15.7% | +14.3% |
| 3M | -15.5% | +17.7% | -33.2% | -23.0% |
| 6M | +39.3% | +15.8% | +23.6% | +27.8% |
| YTD | +35.1% | +25.1% | +10.0% | +18.4% |
| 1Y | +34.0% | +12.5% | +21.5% | +24.1% |
| 3Y | +226.3% | +59.8% | +166.5% | +150.7% |
| 5Y | +6.4% | +27.1% | -20.7% | -10.0% |
| All | -60.8% | +199.0% | -259.9% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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