+275.4%
LDOS vs PSKY
-74.2%
+349.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.7% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | +4.9% | +24.0% | -19.1% | +2.0% |
| 3M | +7.2% | +2.2% | +5.0% | +6.7% |
| 6M | -24.2% | -9.0% | -15.3% | -23.7% |
| YTD | -25.8% | -18.1% | -7.7% | -24.6% |
| 1Y | -24.7% | -25.1% | +0.4% | -23.2% |
| 3Y | +39.3% | -16.3% | +55.6% | +34.3% |
| 5Y | +43.3% | -70.4% | +113.7% | +58.3% |
| All | +275.4% | -74.2% | +349.6% | +249.9% |
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