+72.5%
LSCC vs PSLV
+50.0%
+22.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.2% | +0.5% |
| 7D | +0.4% | -4.9% | +5.3% | +1.9% |
| 30D | -9.5% | -1.9% | -7.6% | -9.1% |
| 3M | -13.8% | +4.2% | -18.0% | -15.1% |
| 6M | +24.5% | -27.6% | +52.1% | +33.1% |
| YTD | +55.1% | -11.7% | +66.8% | +51.7% |
| 1Y | +72.5% | +49.3% | +23.2% | +41.2% |
| All | +72.5% | +50.0% | +22.5% | +41.2% |
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