-31.2%
PSKY vs LTH
+45.9%
-77.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -5.3% |
| 7D | -6.8% | -4.0% | -2.8% | -6.6% |
| 30D | +10.2% | -1.7% | +11.9% | +10.3% |
| 3M | +0.3% | +28.0% | -27.7% | -1.7% |
| 6M | -7.8% | +54.1% | -61.8% | -10.9% |
| YTD | -23.0% | +57.1% | -80.0% | -25.3% |
| All | -31.2% | +45.9% | -77.2% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling