+28.2%
LSCC vs PSLV
+175.1%
-146.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +5.2% | +2.7% | +2.5% | +4.2% |
| 30D | -9.6% | +3.5% | -13.1% | -10.8% |
| 3M | -17.8% | +0.3% | -18.1% | -18.2% |
| 6M | +37.4% | -21.0% | +58.4% | +46.2% |
| YTD | +59.7% | -8.9% | +68.6% | +53.2% |
| 1Y | +76.2% | +54.0% | +22.3% | +35.2% |
| 3Y | +28.2% | +175.4% | -147.3% | -19.1% |
| All | +28.2% | +175.1% | -146.9% | -19.1% |
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 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