+1,830.6%
LSCC vs PSLV
+194.1%
+1,636.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.2% | -2.5% |
| 7D | +1.4% | +3.3% | -1.9% | +0.2% |
| 30D | -10.0% | +2.1% | -12.2% | -10.7% |
| 3M | -16.1% | +7.1% | -23.2% | -18.2% |
| 6M | +27.4% | -21.6% | +49.0% | +36.1% |
| YTD | +56.9% | -6.7% | +63.6% | +52.6% |
| 1Y | +74.6% | +59.3% | +15.3% | +40.6% |
| 3Y | +26.0% | +182.1% | -156.1% | -16.5% |
| 5Y | +86.1% | +162.6% | -76.5% | +23.5% |
| 10Y | +1,830.6% | +203.0% | +1,627.6% | +997.1% |
| All | +1,830.6% | +194.1% | +1,636.5% | +997.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling