+361.3%
LRCX vs PSKY
-20.6%
+381.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -5.8% |
| 7D | +1.8% | -6.0% | +7.8% | +2.2% |
| 30D | -4.3% | +10.7% | -15.0% | -5.0% |
| 3M | -7.3% | +1.2% | -8.5% | -7.5% |
| 6M | +38.6% | +1.5% | +37.1% | +38.1% |
| YTD | +74.4% | -21.8% | +96.2% | +77.2% |
| 1Y | +179.1% | -30.2% | +209.3% | +185.5% |
| All | +361.3% | -20.6% | +381.9% | +337.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling