+222.8%
LDOS vs PSLV
+148.5%
+74.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.8% |
| 7D | -3.5% | -4.3% | +0.8% | -3.2% |
| 30D | +9.5% | -16.6% | +26.2% | +10.8% |
| 3M | -6.3% | -24.6% | +18.3% | -4.7% |
| 6M | +2.8% | -42.5% | +45.4% | +6.5% |
| YTD | -26.6% | -31.7% | +5.1% | -26.7% |
| 1Y | -31.3% | -8.7% | -22.6% | -33.6% |
| 3Y | +30.9% | +113.6% | -82.7% | +12.6% |
| 5Y | +49.4% | +83.3% | -33.9% | +29.6% |
| All | +222.8% | +148.5% | +74.4% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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