+1,870.5%
LITE vs PSLV
+175.1%
+1,695.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.8% | +11.3% |
| 7D | +12.6% | +2.7% | +9.9% | +11.5% |
| 30D | +9.9% | +3.5% | +6.5% | +8.7% |
| 3M | +9.3% | +0.3% | +9.0% | +9.0% |
| 6M | +75.2% | -21.0% | +96.2% | +85.8% |
| YTD | +165.5% | -8.9% | +174.4% | +145.6% |
| 1Y | +555.0% | +54.0% | +501.0% | +378.9% |
| 3Y | +1,870.5% | +175.4% | +1,695.0% | +1,071.3% |
| All | +1,870.5% | +175.1% | +1,695.4% | +1,071.3% |
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