+206.4%
CLSK vs LSCC
+27.3%
+179.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.4% | +4.9% | +5.4% |
| 7D | +21.9% | +5.2% | +16.7% | +18.2% |
| 30D | +9.6% | -9.6% | +19.2% | +16.9% |
| 3M | -18.4% | -17.8% | -0.6% | -8.3% |
| 6M | +46.4% | +37.4% | +8.9% | +21.2% |
| YTD | +33.2% | +59.7% | -26.5% | -1.1% |
| 1Y | +47.0% | +76.2% | -29.2% | +3.2% |
| 3Y | +206.4% | +28.2% | +178.2% | +145.2% |
| All | +206.4% | +27.3% | +179.1% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 3y: compounded portfolio wealth divided by compounded LSCC 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…
3y analysis · Full analysis span regression · 6 months rolling