+6.0%
CLSK vs LHX
+16.3%
-10.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.1% | +7.9% | +7.3% |
| 7D | +7.7% | -4.3% | +12.0% | +9.9% |
| 30D | +12.2% | -15.1% | +27.4% | +20.8% |
| 3M | -15.5% | -21.0% | +5.5% | -6.9% |
| 6M | +39.3% | -32.0% | +71.3% | +67.4% |
| YTD | +35.1% | -15.3% | +50.4% | +43.8% |
| 1Y | +34.0% | -11.1% | +45.1% | +38.6% |
| 3Y | +226.3% | +54.0% | +172.2% | +152.8% |
| All | +6.0% | +16.3% | -10.3% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 5y: compounded portfolio wealth divided by compounded LHX 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…
5y analysis · Full analysis span regression · 6 months rolling