+2.0%
LII vs PSLV
+175.1%
-173.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.3% |
| 7D | +2.1% | +2.7% | -0.6% | +1.8% |
| 30D | -12.4% | +3.5% | -15.9% | -12.8% |
| 3M | -24.8% | +0.3% | -25.1% | -25.0% |
| 6M | -25.2% | -21.0% | -4.2% | -24.0% |
| YTD | -20.3% | -8.9% | -11.3% | -20.5% |
| 1Y | -32.9% | +54.0% | -86.9% | -35.8% |
| 3Y | +2.0% | +175.4% | -173.4% | -6.4% |
| All | +2.0% | +175.1% | -173.1% | -6.4% |
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 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