+229.8%
LDOS vs PSKY
-85.1%
+314.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +0.7% |
| 7D | +2.6% | -24.6% | +27.2% | +2.9% |
| 30D | -5.7% | -36.1% | +30.4% | -5.2% |
| 3M | +40.6% | -78.6% | +119.2% | +41.2% |
| 6M | +40.6% | -78.6% | +119.2% | +41.2% |
| YTD | +40.6% | -78.6% | +119.2% | +41.2% |
| 1Y | +40.6% | -78.6% | +119.2% | +41.2% |
| 3Y | +40.6% | -78.6% | +119.2% | +41.2% |
| 5Y | +32.7% | -80.0% | +112.7% | +35.1% |
| All | +229.8% | -85.1% | +314.9% | +202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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