+21.2%
LSCC vs PSKY
-16.0%
+37.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.2% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | -9.7% | +24.0% | -33.6% | -11.8% |
| 3M | -23.7% | +2.2% | -25.9% | -24.0% |
| 6M | +26.5% | -9.0% | +35.5% | +27.2% |
| YTD | +57.5% | -18.1% | +75.7% | +60.0% |
| 1Y | +75.7% | -25.1% | +100.8% | +78.9% |
| All | +21.2% | -16.0% | +37.2% | +12.9% |
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