+167.2%
LII vs PSKY
-74.5%
+241.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +2.1% | +2.4% | -0.3% | +1.7% |
| 30D | -12.4% | +17.5% | -29.9% | -14.6% |
| 3M | -24.8% | +4.4% | -29.2% | -25.5% |
| 6M | -25.2% | -9.0% | -16.1% | -24.7% |
| YTD | -20.3% | -18.6% | -1.7% | -18.7% |
| 1Y | -32.9% | -27.7% | -5.2% | -31.1% |
| 3Y | +2.0% | -16.9% | +18.9% | -2.3% |
| 5Y | +24.4% | -70.3% | +94.7% | +37.3% |
| 10Y | +167.2% | -74.9% | +242.2% | +145.9% |
| All | +167.2% | -74.5% | +241.7% | +145.9% |
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