+608.0%
LDOS vs PSLV
+73.0%
+535.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +2.2% |
| 7D | -5.8% | +6.3% | -12.2% | -6.2% |
| 30D | +11.6% | -13.0% | +24.6% | +12.4% |
| 3M | -1.0% | -16.9% | +15.9% | -0.1% |
| 6M | +5.1% | -34.0% | +39.0% | +7.4% |
| YTD | -24.0% | -26.8% | +2.8% | -24.0% |
| 1Y | -30.3% | +7.7% | -37.9% | -32.5% |
| 3Y | +37.0% | +125.3% | -88.3% | +23.8% |
| 5Y | +53.4% | +103.8% | -50.4% | +38.9% |
| 10Y | +252.0% | +145.0% | +106.9% | +206.1% |
| All | +608.0% | +73.0% | +535.0% | +493.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling