-75.1%
PSKY vs LH
+183.3%
-258.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.4% |
| 7D | -2.4% | -4.7% | +2.3% | 0.0% |
| 30D | +11.6% | -3.5% | +15.1% | +13.5% |
| 3M | +1.5% | +17.7% | -16.2% | -7.2% |
| 6M | +7.7% | +15.8% | -8.1% | -1.2% |
| YTD | -20.1% | +25.1% | -45.2% | -29.8% |
| 1Y | -38.3% | +12.5% | -50.8% | -42.7% |
| 3Y | -17.7% | +59.8% | -77.5% | -37.8% |
| 5Y | -69.9% | +27.1% | -97.0% | -74.9% |
| All | -75.1% | +183.3% | -258.4% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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