+24.7%
LDOS vs PSKY
-40.3%
+65.0%
-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% | +1.1% |
| 7D | +2.6% | -24.6% | +27.2% | +4.7% |
| 30D | -5.7% | -36.1% | +30.4% | -2.2% |
| 3M | -3.4% | -37.1% | +33.7% | -0.2% |
| 6M | -19.7% | -40.5% | +20.9% | -16.8% |
| YTD | -30.1% | -47.7% | +17.5% | -27.5% |
| 1Y | -31.5% | -58.4% | +26.8% | -28.3% |
| All | +24.7% | -40.3% | +65.0% | +26.8% |
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