-61.9%
CLSK vs LH
+208.2%
-270.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | +17.2% | -3.2% | +20.4% | +19.2% |
| 30D | +14.6% | +0.1% | +14.4% | +14.5% |
| 3M | -16.8% | +18.6% | -35.5% | -24.6% |
| 6M | +38.2% | +17.9% | +20.3% | +25.4% |
| YTD | +31.2% | +28.9% | +2.3% | +13.2% |
| 1Y | +37.3% | +16.6% | +20.7% | +24.7% |
| 3Y | +201.8% | +63.6% | +138.3% | +129.0% |
| 5Y | -1.6% | +30.0% | -31.6% | -17.8% |
| All | -61.9% | +208.2% | -270.1% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling