+18.7%
LHX vs PSLV
+154.2%
-135.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -30.3% |
| YTD | -15.3% | -11.4% | -3.9% | -16.1% |
| 1Y | -11.1% | +48.6% | -59.6% | -17.7% |
| 3Y | +54.0% | +166.9% | -112.9% | +27.3% |
| All | +18.7% | +154.2% | -135.5% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling