-20.7%
PSKY vs LH
+63.5%
-84.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.9% |
| 7D | -6.8% | -3.2% | -3.7% | -5.6% |
| 30D | +10.2% | +0.1% | +10.1% | +10.2% |
| 3M | +0.3% | +18.6% | -18.4% | -6.9% |
| 6M | -7.8% | +17.9% | -25.7% | -14.4% |
| YTD | -23.0% | +28.9% | -51.9% | -31.4% |
| 1Y | -31.6% | +16.6% | -48.3% | -36.2% |
| All | -20.7% | +63.5% | -84.2% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling