+498.1%
LDOS vs PSKY
-37.9%
+535.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.8% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | +4.9% | +24.0% | -19.1% | +1.3% |
| 3M | +7.2% | +2.2% | +5.0% | +6.6% |
| 6M | -24.2% | -9.0% | -15.3% | -23.5% |
| YTD | -25.8% | -18.1% | -7.7% | -24.3% |
| 1Y | -24.7% | -25.1% | +0.4% | -22.8% |
| 3Y | +39.3% | -16.3% | +55.6% | +33.0% |
| 5Y | +43.3% | -70.4% | +113.7% | +57.6% |
| 10Y | +278.6% | -74.2% | +352.7% | +279.2% |
| All | +498.1% | -37.9% | +535.9% | +476.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling