+222.1%
LNG vs PSKY
-70.1%
+292.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | 0.0% |
| 7D | -4.7% | -2.4% | -2.3% | -4.5% |
| 30D | +3.8% | +11.6% | -7.8% | +3.0% |
| 3M | +16.2% | +1.5% | +14.6% | +15.9% |
| 6M | +11.7% | +7.7% | +4.0% | +10.7% |
| YTD | +44.2% | -20.1% | +64.3% | +45.8% |
| 1Y | +18.6% | -38.3% | +56.8% | +22.0% |
| 3Y | +77.4% | -17.7% | +95.1% | +74.0% |
| All | +222.1% | -70.1% | +292.2% | +261.6% |
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