-29.7%
LII vs PSKY
-26.0%
-3.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.2% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -12.6% | +24.0% | -36.6% | -13.7% |
| 3M | -24.4% | +2.2% | -26.6% | -24.8% |
| 6M | -28.7% | -9.0% | -19.7% | -28.8% |
| YTD | -19.1% | -18.1% | -1.0% | -19.8% |
| 1Y | -29.7% | -25.1% | -4.6% | -29.2% |
| All | -29.7% | -26.0% | -3.7% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling