-69.5%
PSKY vs LTH
+160.9%
-230.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.7% |
| 7D | -0.2% | -0.6% | +0.5% | 0.0% |
| 30D | +24.0% | -4.6% | +28.6% | +25.2% |
| 3M | +2.2% | +32.8% | -30.6% | -5.2% |
| 6M | -9.0% | +64.6% | -73.6% | -20.8% |
| YTD | -18.1% | +62.6% | -80.8% | -28.7% |
| 1Y | -25.1% | +49.9% | -75.1% | -33.5% |
| 3Y | -16.3% | +151.3% | -167.7% | -40.3% |
| All | -69.5% | +160.9% | -230.4% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling