-60.8%
CLSK vs LUMN
-50.6%
-10.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +6.4% |
| 7D | +7.7% | +2.5% | +5.2% | +7.2% |
| 30D | +12.2% | +10.3% | +1.9% | +10.0% |
| 3M | -15.5% | -18.3% | +2.8% | -12.2% |
| 6M | +39.3% | +4.4% | +35.0% | +37.8% |
| YTD | +35.1% | -10.7% | +45.8% | +36.9% |
| 1Y | +34.0% | +14.0% | +20.1% | +30.0% |
| 3Y | +226.3% | +406.6% | -180.3% | +127.0% |
| 5Y | +6.4% | -36.8% | +43.2% | -7.6% |
| All | -60.8% | -50.6% | -10.3% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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