+416.0%
LRCX vs PSKY
-70.1%
+486.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.3% |
| 7D | -3.1% | -2.4% | -0.7% | -2.7% |
| 30D | -8.6% | +11.6% | -20.1% | -10.3% |
| 3M | -17.7% | +1.5% | -19.2% | -18.2% |
| 6M | +36.4% | +7.7% | +28.6% | +33.8% |
| YTD | +74.5% | -20.1% | +94.7% | +78.7% |
| 1Y | +159.4% | -38.3% | +197.7% | +176.7% |
| 3Y | +361.6% | -17.7% | +379.3% | +337.2% |
| All | +416.0% | -70.1% | +486.2% | +548.0% |
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