+222.0%
LHX vs PSKY
-74.6%
+296.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.3% | -1.4% |
| 7D | -4.3% | -2.4% | -1.9% | -4.0% |
| 30D | -15.1% | +11.6% | -26.7% | -16.2% |
| 3M | -21.0% | +1.5% | -22.5% | -21.2% |
| 6M | -32.0% | +7.7% | -39.7% | -32.8% |
| YTD | -15.3% | -20.1% | +4.8% | -14.0% |
| 1Y | -11.1% | -38.3% | +27.2% | -7.6% |
| 3Y | +54.0% | -17.7% | +71.8% | +49.9% |
| 5Y | +17.1% | -69.9% | +87.0% | +26.0% |
| All | +222.0% | -74.6% | +296.6% | +202.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling