+89.9%
LEN vs PSKY
-42.2%
+132.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.3% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -4.9% | +24.0% | -28.9% | -13.4% |
| 3M | -8.5% | +2.2% | -10.7% | -10.0% |
| 6M | -20.7% | -9.0% | -11.7% | -19.4% |
| YTD | -17.4% | -18.1% | +0.7% | -13.7% |
| 1Y | -38.2% | -25.1% | -13.1% | -35.0% |
| 3Y | -24.9% | -16.3% | -8.5% | -35.8% |
| 5Y | -11.4% | -70.4% | +58.9% | +9.9% |
| 10Y | +110.0% | -74.2% | +184.2% | +99.8% |
| All | +89.9% | -42.2% | +132.1% | -13.6% |
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