+170.2%
LII vs PSKY
-85.2%
+255.4%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +0.5% |
| 7D | +0.4% | -24.6% | +24.9% | +4.1% |
| 30D | -1.8% | -36.1% | +34.4% | +4.3% |
| 3M | -25.7% | -58.0% | +32.2% | -18.4% |
| 6M | -25.7% | -58.0% | +32.2% | -18.4% |
| YTD | -25.7% | -58.0% | +32.2% | -18.4% |
| 1Y | -30.9% | -58.4% | +27.4% | -24.1% |
| 3Y | -2.4% | -40.7% | +38.3% | -4.0% |
| 5Y | +22.9% | -80.0% | +102.9% | +40.7% |
| All | +170.2% | -85.2% | +255.4% | +162.3% |
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