-85.4%
PSKY vs LPLA
+840.8%
-926.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.0% | -2.8% | -3.9% |
| 7D | -24.6% | -3.0% | -21.6% | -23.5% |
| 30D | -36.1% | -7.1% | -29.0% | -33.8% |
| 3M | -54.8% | -14.5% | -40.3% | -49.9% |
| 6M | -54.8% | -14.5% | -40.3% | -49.9% |
| YTD | -54.8% | -14.5% | -40.3% | -49.9% |
| 1Y | -58.4% | -3.4% | -55.0% | -56.2% |
| 3Y | -40.7% | +40.0% | -80.7% | -50.8% |
| 5Y | -80.0% | +90.4% | -170.4% | -86.5% |
| All | -85.4% | +840.8% | -926.2% | -95.0% |
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