+526.3%
LNT vs PSLV
+109.5%
+416.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -1.0% | -3.5% | +2.4% | -0.8% |
| 30D | -4.2% | -2.1% | -2.1% | -4.2% |
| 3M | -6.7% | -1.6% | -5.0% | -6.7% |
| 6M | -3.6% | -25.5% | +21.9% | -1.8% |
| YTD | +5.9% | -11.4% | +17.3% | +5.0% |
| 1Y | +7.3% | +48.6% | -41.3% | +1.0% |
| 3Y | +46.5% | +166.9% | -120.4% | +29.4% |
| 5Y | +32.5% | +152.4% | -119.9% | +16.9% |
| 10Y | +147.9% | +187.8% | -39.8% | +112.5% |
| All | +526.3% | +109.5% | +416.8% | +423.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling