+25.9%
LMT vs PSLV
+7.9%
+18.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.0% | -12.9% | -6.7% |
| 7D | -5.5% | -2.6% | -2.9% | -5.5% |
| 30D | +17.5% | -14.2% | +31.6% | +17.4% |
| 3M | +1.6% | -12.2% | +13.8% | +1.4% |
| 6M | +16.3% | -28.1% | +44.4% | +16.3% |
| YTD | +25.3% | -28.2% | +53.5% | +22.9% |
| 1Y | +25.9% | +9.1% | +16.7% | +32.4% |
| All | +25.9% | +7.9% | +18.0% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling