+804.0%
LITE vs PSKY
-78.0%
+882.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.8% | -0.4% | -4.3% |
| 7D | -25.3% | -24.6% | -0.7% | -21.3% |
| 30D | -1.3% | -36.1% | +34.8% | +6.6% |
| 3M | -8.8% | -37.1% | +28.3% | -0.2% |
| 6M | -7.5% | -40.5% | +33.0% | +2.0% |
| YTD | +123.6% | -47.7% | +171.3% | +149.3% |
| 1Y | +404.9% | -58.4% | +463.2% | +481.3% |
| 3Y | +1,854.8% | -40.7% | +1,895.4% | +1,883.9% |
| All | +804.0% | -78.0% | +882.0% | +963.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling