+43.8%
LDOS vs PSLV
+176.8%
-133.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | -5.4% | -0.6% | -4.8% | -5.4% |
| 30D | +4.9% | +7.3% | -2.4% | +4.8% |
| 3M | +7.2% | -7.4% | +14.6% | +7.2% |
| 6M | -24.2% | -20.3% | -4.0% | -24.1% |
| YTD | -25.8% | -8.2% | -17.6% | -26.7% |
| 1Y | -24.7% | +57.9% | -82.6% | -27.2% |
| All | +43.8% | +176.8% | -133.0% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling