-60.8%
CLSK vs LNT
+153.0%
-213.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | +7.7% | -1.0% | +8.8% | +7.9% |
| 30D | +12.2% | -4.2% | +16.5% | +12.8% |
| 3M | -15.5% | -6.7% | -8.8% | -15.0% |
| 6M | +39.3% | -3.6% | +42.9% | +39.5% |
| YTD | +35.1% | +5.9% | +29.2% | +33.6% |
| 1Y | +34.0% | +7.3% | +26.8% | +32.7% |
| 3Y | +226.3% | +46.5% | +179.8% | +214.1% |
| 5Y | +6.4% | +32.5% | -26.1% | +2.5% |
| All | -60.8% | +153.0% | -213.8% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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