+2,157.9%
LITE vs PSKY
-84.8%
+2,242.7%
-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% | -14.1% |
| 7D | -25.3% | -24.6% | -0.7% | -62.3% |
| 30D | -1.3% | -36.1% | +34.8% | -62.4% |
| 3M | +1,822.4% | -38.5% | +1,860.9% | +1,107.2% |
| 6M | +1,822.4% | -38.5% | +1,860.9% | +1,107.2% |
| YTD | +1,822.4% | -38.5% | +1,860.9% | +1,107.2% |
| 1Y | +1,822.4% | -38.5% | +1,860.9% | +1,107.2% |
| 3Y | +1,854.8% | -40.7% | +1,895.4% | +1,133.4% |
| 5Y | +867.4% | -80.0% | +947.4% | +635.1% |
| All | +2,157.9% | -84.8% | +2,242.7% | +1,419.3% |
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