+361.6%
LRCX vs PSLV
+165.9%
+195.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -3.1% | -3.5% | +0.4% | -1.9% |
| 30D | -8.6% | -2.1% | -6.4% | -8.0% |
| 3M | -17.7% | -1.6% | -16.0% | -17.5% |
| 6M | +36.4% | -25.5% | +61.8% | +46.9% |
| YTD | +74.5% | -11.4% | +86.0% | +70.1% |
| 1Y | +159.4% | +48.6% | +110.9% | +107.9% |
| 3Y | +361.6% | +166.9% | +194.7% | +230.0% |
| All | +361.6% | +165.9% | +195.7% | +230.0% |
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