+35.1%
LSCC vs PSLV
+79.9%
-44.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -4.6% |
| 7D | +7.0% | -6.3% | +13.3% | +9.7% |
| 30D | -2.3% | -12.7% | +10.4% | +2.8% |
| 3M | -12.5% | -24.7% | +12.2% | -3.1% |
| 6M | -10.6% | -44.6% | +34.0% | +9.0% |
| YTD | +52.7% | -33.3% | +86.0% | +65.2% |
| 1Y | +74.0% | -8.6% | +82.5% | +65.6% |
| 3Y | +104.8% | +108.2% | -3.4% | +41.0% |
| All | +35.1% | +79.9% | -44.8% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling