-75.6%
PSKY vs LPLA
+1,226.8%
-1,302.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.8% |
| 7D | -6.0% | -3.7% | -2.3% | -4.7% |
| 30D | +10.7% | -6.4% | +17.0% | +13.2% |
| 3M | +1.2% | +20.2% | -19.0% | -5.8% |
| 6M | +1.5% | +12.8% | -11.4% | -4.3% |
| YTD | -21.8% | -2.5% | -19.3% | -23.0% |
| 1Y | -30.2% | +1.9% | -32.1% | -32.9% |
| 3Y | -20.1% | +45.0% | -65.1% | -38.3% |
| 5Y | -70.5% | +146.6% | -217.1% | -83.3% |
| All | -75.6% | +1,226.8% | -1,302.4% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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