+1,218.7%
LSCC vs PSKY
-85.1%
+1,303.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.8% | +1.6% | -2.3% |
| 7D | -17.8% | -24.6% | +6.8% | -13.8% |
| 30D | -2.7% | -36.1% | +33.5% | +4.7% |
| 3M | -15.2% | -34.6% | +19.3% | -10.5% |
| 6M | -7.4% | -40.5% | +33.2% | -0.4% |
| YTD | +40.9% | -47.7% | +88.5% | +53.6% |
| 1Y | +47.6% | -58.4% | +106.0% | +68.1% |
| 3Y | +34.4% | -40.7% | +75.1% | +30.9% |
| 5Y | +56.8% | -80.0% | +136.9% | +89.5% |
| All | +1,218.7% | -85.1% | +1,303.8% | +1,161.0% |
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 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