-58.1%
CLSK vs LVS
-31.5%
-26.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +6.5% | -23.0% | -17.7% |
| 7D | -20.7% | +13.4% | -34.1% | -23.5% |
| 30D | -45.5% | +12.2% | -57.7% | -47.2% |
| 3M | -52.0% | -10.7% | -41.3% | -49.7% |
| 6M | -47.0% | -19.8% | -27.1% | -41.5% |
| YTD | -32.8% | -35.8% | +3.0% | -19.6% |
| 1Y | -58.1% | -31.8% | -26.3% | -53.8% |
| All | -58.1% | -31.5% | -26.6% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1y: compounded portfolio wealth divided by compounded LVS 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…
1y analysis · Full analysis span regression · 6 months rolling