+185.8%
LMT vs PSKY
-74.6%
+260.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.3% |
| 7D | -0.2% | -2.4% | +2.2% | 0.0% |
| 30D | -13.1% | +11.6% | -24.6% | -13.9% |
| 3M | -3.9% | +1.5% | -5.4% | -4.1% |
| 6M | -18.3% | +7.7% | -26.0% | -19.0% |
| YTD | +10.3% | -20.1% | +30.4% | +11.8% |
| 1Y | +14.2% | -38.3% | +52.5% | +17.9% |
| 3Y | +35.0% | -17.7% | +52.7% | +32.1% |
| 5Y | +73.2% | -69.9% | +143.1% | +84.7% |
| All | +185.8% | -74.6% | +260.4% | +184.2% |
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