-35.2%
LDOS vs PSKY
-53.4%
+18.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +1.6% |
| 7D | +2.6% | -24.6% | +27.2% | +7.5% |
| 30D | -5.7% | -36.1% | +30.4% | +2.8% |
| 3M | -8.4% | -34.6% | +26.2% | -1.5% |
| 6M | -19.7% | -40.5% | +20.9% | -13.0% |
| YTD | -30.1% | -47.7% | +17.5% | -23.8% |
| All | -35.2% | -53.4% | +18.2% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling