+18.8%
LII vs PSLV
+79.9%
-61.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.4% |
| 7D | +2.9% | -6.3% | +9.2% | +3.7% |
| 30D | +0.9% | -12.7% | +13.6% | +2.3% |
| 3M | -15.5% | -24.7% | +9.2% | -13.1% |
| 6M | -30.2% | -44.6% | +14.4% | -25.9% |
| YTD | -26.8% | -33.3% | +6.4% | -25.2% |
| 1Y | -25.3% | -8.6% | -16.7% | -26.1% |
| 3Y | -7.8% | +108.2% | -115.9% | -19.4% |
| All | +18.8% | +79.9% | -61.1% | +1.1% |
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