-60.8%
CLSK vs LMT
+156.7%
-217.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.1% | +7.9% | +7.1% |
| 7D | +7.7% | -0.2% | +7.9% | +7.8% |
| 30D | +12.2% | -13.1% | +25.3% | +15.8% |
| 3M | -15.5% | -3.9% | -11.6% | -15.1% |
| 6M | +39.3% | -18.3% | +57.6% | +45.6% |
| YTD | +35.1% | +10.3% | +24.7% | +31.3% |
| 1Y | +34.0% | +14.2% | +19.8% | +29.4% |
| 3Y | +226.3% | +35.0% | +191.3% | +197.2% |
| 5Y | +6.4% | +73.2% | -66.9% | -9.9% |
| All | -60.8% | +156.7% | -217.5% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 10y: compounded portfolio wealth divided by compounded LMT 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…
10y analysis · Full analysis span regression · 6 months rolling