+591.6%
LDOS vs PSLV
+117.0%
+474.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -5.4% | -0.6% | -4.8% | -5.4% |
| 30D | +4.9% | +7.3% | -2.4% | +4.4% |
| 3M | +7.2% | -7.4% | +14.6% | +7.5% |
| 6M | -24.2% | -20.3% | -4.0% | -23.5% |
| YTD | -25.8% | -8.2% | -17.6% | -26.7% |
| 1Y | -24.7% | +57.9% | -82.6% | -29.0% |
| 3Y | +39.3% | +162.1% | -122.8% | +25.1% |
| 5Y | +43.3% | +151.2% | -107.8% | +28.3% |
| 10Y | +278.6% | +191.7% | +86.9% | +226.0% |
| All | +591.6% | +117.0% | +474.6% | +472.5% |
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