-61.9%
CLSK vs LMT
+156.8%
-218.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.0% |
| 7D | +17.2% | -1.3% | +18.5% | +17.6% |
| 30D | +14.6% | -12.5% | +27.1% | +18.1% |
| 3M | -16.8% | -0.5% | -16.4% | -17.2% |
| 6M | +38.2% | -20.0% | +58.2% | +45.2% |
| YTD | +31.2% | +10.4% | +20.8% | +27.6% |
| 1Y | +37.3% | +17.7% | +19.6% | +31.7% |
| 3Y | +201.8% | +34.3% | +167.5% | +175.4% |
| 5Y | -1.6% | +71.8% | -73.4% | -16.4% |
| All | -61.9% | +156.8% | -218.8% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling