-80.5%
PSKY vs LTH
+144.5%
-225.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.8% |
| 7D | -24.6% | -0.2% | -24.3% | -24.5% |
| 30D | -36.1% | -2.4% | -33.7% | -36.2% |
| 3M | -54.8% | +56.3% | -111.1% | -50.5% |
| 6M | -54.8% | +56.3% | -111.1% | -50.5% |
| YTD | -54.8% | +56.3% | -111.1% | -50.5% |
| 1Y | -58.4% | +62.6% | -121.0% | -55.0% |
| 3Y | -40.7% | +171.2% | -211.9% | -48.4% |
| 5Y | -80.0% | +138.9% | -218.9% | -83.2% |
| All | -80.5% | +144.5% | -225.0% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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