-70.2%
PSKY vs LTH
+150.5%
-220.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -2.4% | -4.0% | +1.6% | -1.4% |
| 30D | +11.6% | -5.3% | +16.9% | +13.0% |
| 3M | +1.5% | +19.0% | -17.5% | -3.1% |
| 6M | +7.7% | +55.8% | -48.1% | -4.8% |
| YTD | -20.1% | +56.1% | -76.2% | -29.7% |
| 1Y | -38.3% | +41.3% | -79.5% | -44.5% |
| 3Y | -17.7% | +156.6% | -174.4% | -41.8% |
| All | -70.2% | +150.5% | -220.7% | -80.1% |
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