+262.1%
LDOS vs PSLV
+194.1%
+67.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.0% |
| 7D | -4.2% | +3.3% | -7.5% | -4.4% |
| 30D | -7.9% | +2.1% | -10.0% | -8.1% |
| 3M | +4.1% | +7.1% | -3.0% | +3.4% |
| 6M | -28.2% | -21.6% | -6.6% | -27.2% |
| YTD | -28.5% | -6.7% | -21.8% | -29.9% |
| 1Y | -27.7% | +59.3% | -87.0% | -33.5% |
| 3Y | +38.4% | +182.1% | -143.7% | +17.6% |
| 5Y | +38.0% | +162.6% | -124.7% | +17.1% |
| 10Y | +262.1% | +203.0% | +59.0% | +169.8% |
| All | +262.1% | +194.1% | +67.9% | +169.8% |
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