+75.4%
LVS vs PSKY
-42.6%
+117.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | +0.3% | +2.4% | -2.1% | -0.7% |
| 30D | -3.9% | +17.5% | -21.4% | -10.5% |
| 3M | -12.9% | +4.4% | -17.3% | -15.3% |
| 6M | -16.9% | -9.0% | -7.9% | -15.6% |
| YTD | -31.2% | -18.6% | -12.7% | -27.9% |
| 1Y | -16.4% | -27.7% | +11.3% | -10.3% |
| 3Y | -4.4% | -16.9% | +12.4% | -19.1% |
| 5Y | +6.7% | -70.3% | +76.9% | +33.3% |
| 10Y | +1.4% | -74.9% | +76.4% | +3.9% |
| All | +75.4% | -42.6% | +117.9% | -18.6% |
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