+167.7%
LII vs PSLV
+189.7%
-22.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | -0.2% |
| 7D | -3.5% | -4.9% | +1.4% | -3.0% |
| 30D | -13.5% | -1.9% | -11.6% | -13.4% |
| 3M | -26.0% | +4.2% | -30.2% | -26.6% |
| 6M | -26.8% | -27.6% | +0.8% | -24.5% |
| YTD | -22.9% | -11.7% | -11.2% | -23.3% |
| 1Y | -32.6% | +49.3% | -81.9% | -37.5% |
| 3Y | -1.3% | +167.1% | -168.4% | -16.2% |
| 5Y | +23.1% | +151.7% | -128.6% | +3.8% |
| All | +167.7% | +189.7% | -22.0% | +112.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling