+645.6%
LNG vs PSKY
-45.6%
+691.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.3% | +1.7% |
| 7D | -6.7% | -6.8% | +0.1% | -4.7% |
| 30D | +3.9% | +10.2% | -6.4% | +0.4% |
| 3M | +15.5% | +0.3% | +15.2% | +14.6% |
| 6M | +10.5% | -7.8% | +18.3% | +11.1% |
| YTD | +43.0% | -23.0% | +65.9% | +50.4% |
| 1Y | +18.9% | -31.6% | +50.5% | +27.0% |
| 3Y | +74.7% | -21.3% | +96.0% | +57.0% |
| 5Y | +231.2% | -71.5% | +302.7% | +289.9% |
| 10Y | +544.5% | -75.6% | +620.1% | +533.4% |
| All | +645.6% | -45.6% | +691.2% | +297.2% |
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 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