+2,100.6%
LITE vs PSKY
-85.2%
+2,185.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.8% | -0.4% | -15.2% |
| 7D | -25.3% | -24.6% | -0.7% | -67.0% |
| 30D | -1.3% | -36.1% | +34.8% | -68.4% |
| 3M | +1,932.9% | -39.9% | +1,972.8% | +1,036.9% |
| 6M | +1,932.9% | -39.9% | +1,972.8% | +1,036.9% |
| YTD | +1,932.9% | -39.9% | +1,972.8% | +1,036.9% |
| 1Y | +1,932.9% | -39.9% | +1,972.8% | +1,036.9% |
| 3Y | +1,854.8% | -40.7% | +1,895.4% | +991.9% |
| 5Y | +867.4% | -80.0% | +947.4% | +550.3% |
| All | +2,100.6% | -85.2% | +2,185.8% | +1,250.1% |
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