-4.4%
LII vs PSKY
-44.4%
+40.1%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +0.2% |
| 7D | +0.4% | -24.6% | +24.9% | +2.5% |
| 30D | -1.8% | -36.1% | +34.4% | +1.8% |
| 3M | -26.1% | -53.4% | +27.2% | -21.5% |
| 6M | -26.1% | -53.4% | +27.2% | -21.5% |
| YTD | -26.1% | -53.4% | +27.2% | -21.5% |
| 1Y | -30.9% | -58.4% | +27.4% | -25.9% |
| All | -4.4% | -44.4% | +40.1% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling