+591.9%
LDOS vs PSLV
+68.4%
+523.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -7.2% | +5.1% | -12.3% | -7.5% |
| 30D | +16.8% | -13.3% | +30.2% | +17.8% |
| 3M | -1.6% | -16.5% | +14.9% | -0.7% |
| 6M | -1.0% | -32.8% | +31.8% | +1.1% |
| YTD | -25.8% | -28.8% | +3.0% | -25.6% |
| 1Y | -31.1% | +5.8% | -36.9% | -33.2% |
| 3Y | +32.8% | +114.8% | -82.0% | +20.5% |
| 5Y | +49.4% | +99.5% | -50.1% | +35.5% |
| 10Y | +253.9% | +138.2% | +115.7% | +208.3% |
| All | +591.9% | +68.4% | +523.5% | +481.0% |
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