+4,747.8%
LITE vs PSKY
-83.9%
+4,831.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.8% | -0.4% | -5.7% |
| 7D | -25.3% | -24.6% | -0.7% | -27.3% |
| 30D | -1.3% | -36.1% | +34.8% | -5.2% |
| 3M | +254.1% | -53.4% | +307.4% | +243.5% |
| 6M | +254.1% | -53.4% | +307.4% | +243.5% |
| YTD | +254.1% | -53.4% | +307.4% | +243.5% |
| 1Y | +404.9% | -58.4% | +463.2% | +400.6% |
| 3Y | +1,854.8% | -40.7% | +1,895.4% | +1,598.1% |
| 5Y | +867.4% | -80.0% | +947.4% | +903.8% |
| 10Y | +1,936.4% | -84.4% | +2,020.8% | +1,778.6% |
| All | +4,747.8% | -83.9% | +4,831.7% | +3,991.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling