+1,670.7%
LITE vs PSLV
+138.3%
+1,532.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.5% | +10.1% | +10.5% |
| 7D | +3.4% | -1.5% | +4.9% | +4.0% |
| 30D | -34.9% | -15.2% | -19.6% | -31.6% |
| 3M | -21.0% | -21.4% | +0.4% | -15.2% |
| 6M | -38.5% | -39.9% | +1.5% | -29.5% |
| YTD | +75.8% | -29.3% | +105.1% | +83.8% |
| 1Y | +156.7% | -1.6% | +158.3% | +144.3% |
| 3Y | +1,498.6% | +121.3% | +1,377.3% | +1,141.4% |
| 5Y | +610.9% | +89.9% | +521.0% | +461.3% |
| 10Y | +1,670.7% | +152.0% | +1,518.7% | +1,071.8% |
| All | +1,670.7% | +138.3% | +1,532.3% | +1,071.8% |
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