+1,367.7%
LITE vs CLSK
-80.9%
+1,448.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.7% | -4.4% |
| 7D | +10.8% | +8.0% | +2.8% | +10.5% |
| 30D | -33.4% | -27.9% | -5.5% | -32.4% |
| 3M | -32.2% | -42.3% | +10.0% | -30.6% |
| 6M | -42.1% | -50.0% | +7.9% | -40.4% |
| YTD | +61.9% | -34.3% | +96.2% | +64.5% |
| 1Y | +163.0% | -44.5% | +207.5% | +168.7% |
| 3Y | +1,358.0% | +74.5% | +1,283.5% | +1,324.9% |
| 5Y | +549.9% | -69.0% | +618.9% | +541.9% |
| All | +1,367.7% | -80.9% | +1,448.6% | +1,243.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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