+54.0%
LHX vs PSLV
+165.9%
-111.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -4.3% | -3.5% | -0.8% | -4.0% |
| 30D | -15.1% | -2.1% | -13.0% | -15.1% |
| 3M | -21.0% | -1.6% | -19.3% | -21.0% |
| 6M | -32.0% | -25.5% | -6.5% | -30.8% |
| YTD | -15.3% | -11.4% | -3.9% | -15.3% |
| 1Y | -11.1% | +48.6% | -59.6% | -14.1% |
| 3Y | +54.0% | +166.9% | -112.9% | +35.7% |
| All | +54.0% | +165.9% | -111.8% | +35.7% |
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