+22.4%
LII vs PSLV
+161.1%
-138.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.9% | -2.7% |
| 7D | +0.5% | +3.3% | -2.8% | +0.1% |
| 30D | -11.2% | +2.1% | -13.4% | -11.5% |
| 3M | -28.8% | +7.1% | -35.9% | -29.5% |
| 6M | -26.9% | -21.6% | -5.3% | -25.5% |
| YTD | -22.2% | -6.7% | -15.5% | -23.1% |
| 1Y | -32.0% | +59.3% | -91.2% | -36.9% |
| 3Y | -0.4% | +182.1% | -182.5% | -15.4% |
| 5Y | +22.4% | +162.6% | -140.2% | -3.5% |
| All | +22.4% | +161.1% | -138.6% | -3.5% |
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