+226.3%
CLSK vs LVS
-7.9%
+234.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.5% |
| 7D | +7.7% | -3.5% | +11.2% | +9.7% |
| 30D | +12.2% | -6.2% | +18.5% | +15.4% |
| 3M | -15.5% | -14.8% | -0.6% | -8.7% |
| 6M | +39.3% | -20.9% | +60.2% | +56.1% |
| YTD | +35.1% | -33.0% | +68.1% | +64.2% |
| 1Y | +34.0% | -20.0% | +54.0% | +46.0% |
| 3Y | +226.3% | -6.9% | +233.2% | +189.1% |
| All | +226.3% | -7.9% | +234.1% | +189.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling