+25.0%
LDOS vs PSKY
-44.4%
+69.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +1.8% |
| 7D | +2.6% | -24.6% | +27.2% | +8.6% |
| 30D | -5.7% | -36.1% | +30.4% | +4.3% |
| 3M | -35.3% | -53.4% | +18.1% | -21.1% |
| 6M | -35.3% | -53.4% | +18.1% | -21.1% |
| YTD | -35.3% | -53.4% | +18.1% | -21.1% |
| 1Y | -31.5% | -58.4% | +26.8% | -16.2% |
| All | +25.0% | -44.4% | +69.4% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling