+75.7%
LSCC vs PSLV
+57.1%
+18.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.4% |
| 7D | +1.3% | -0.6% | +2.0% | +1.5% |
| 30D | -9.7% | +7.3% | -16.9% | -11.6% |
| 3M | -23.7% | -7.4% | -16.3% | -22.4% |
| 6M | +26.5% | -20.3% | +46.8% | +32.3% |
| YTD | +57.5% | -8.2% | +65.8% | +52.3% |
| 1Y | +75.7% | +57.9% | +17.8% | +46.8% |
| All | +75.7% | +57.1% | +18.6% | +46.8% |
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 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