+803.4%
LHX vs PSKY
-45.6%
+849.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | -1.0% |
| 7D | -3.7% | -6.8% | +3.1% | -2.3% |
| 30D | -13.2% | +10.2% | -23.4% | -15.0% |
| 3M | -18.4% | +0.3% | -18.6% | -18.7% |
| 6M | -32.0% | -7.8% | -24.2% | -31.5% |
| YTD | -13.6% | -23.0% | +9.3% | -10.4% |
| 1Y | -6.0% | -31.6% | +25.7% | -1.2% |
| 3Y | +57.9% | -21.3% | +79.3% | +49.7% |
| 5Y | +19.2% | -71.5% | +90.7% | +34.7% |
| 10Y | +232.3% | -75.6% | +307.9% | +236.8% |
| All | +803.4% | -45.6% | +849.1% | +556.5% |
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