+18.7%
LHX vs PSKY
-70.1%
+88.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.3% | -1.3% |
| 7D | -4.3% | -2.4% | -1.9% | -4.1% |
| 30D | -15.1% | +11.6% | -26.7% | -15.8% |
| 3M | -21.0% | +1.5% | -22.5% | -21.1% |
| 6M | -32.0% | +7.7% | -39.7% | -32.5% |
| YTD | -15.3% | -20.1% | +4.8% | -14.6% |
| 1Y | -11.1% | -38.3% | +27.2% | -9.1% |
| 3Y | +54.0% | -17.7% | +71.8% | +51.8% |
| All | +18.7% | -70.1% | +88.8% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling