-60.8%
CLSK vs LHX
+182.4%
-243.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.1% | +7.9% | +7.1% |
| 7D | +7.7% | -4.3% | +12.0% | +8.9% |
| 30D | +12.2% | -15.1% | +27.4% | +16.9% |
| 3M | -15.5% | -21.0% | +5.5% | -10.9% |
| 6M | +39.3% | -32.0% | +71.3% | +53.6% |
| YTD | +35.1% | -15.3% | +50.4% | +40.4% |
| 1Y | +34.0% | -11.1% | +45.1% | +37.5% |
| 3Y | +226.3% | +54.0% | +172.2% | +195.5% |
| 5Y | +6.4% | +17.1% | -10.7% | +0.4% |
| All | -60.8% | +182.4% | -243.3% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling