-80.2%
CLSK vs LII
+161.4%
-241.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +4.7% |
| 7D | +1.6% | -2.3% | +3.9% | +3.3% |
| 30D | -32.9% | -1.7% | -31.2% | -33.3% |
| 3M | -40.0% | -18.3% | -21.7% | -33.7% |
| 6M | -51.7% | -32.3% | -19.4% | -41.5% |
| YTD | -31.7% | -27.1% | -4.6% | -21.8% |
| 1Y | -50.8% | -27.2% | -23.6% | -43.3% |
| 3Y | +84.8% | -8.9% | +93.7% | +87.8% |
| 5Y | -67.8% | +19.7% | -87.5% | -73.3% |
| All | -80.2% | +161.4% | -241.6% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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