+1,311.5%
LPLA vs PSLV
+99.1%
+1,212.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.3% |
| 7D | -1.5% | +3.3% | -4.9% | -1.7% |
| 30D | -6.0% | +2.1% | -8.1% | -6.1% |
| 3M | +21.4% | +7.1% | +14.2% | +20.9% |
| 6M | +12.1% | -21.6% | +33.7% | +13.0% |
| YTD | -1.8% | -6.7% | +4.9% | -2.6% |
| 1Y | +3.2% | +59.3% | -56.1% | -0.5% |
| 3Y | +45.9% | +182.1% | -136.2% | +36.2% |
| 5Y | +144.7% | +162.6% | -18.0% | +127.8% |
| 10Y | +1,222.4% | +203.0% | +1,019.4% | +1,094.9% |
| All | +1,311.5% | +99.1% | +1,212.4% | +1,181.7% |
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