+32.9%
CLSK vs LH
+13.9%
+19.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -3.6% |
| 7D | +1.7% | -7.4% | +9.2% | +1.6% |
| 30D | +11.1% | -4.6% | +15.7% | +11.3% |
| 3M | -14.1% | +14.5% | -28.6% | -9.4% |
| 6M | +32.9% | +14.8% | +18.1% | +40.1% |
| All | +32.9% | +13.9% | +19.0% | +40.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling