+2,284.8%
LSCC vs PSLV
+117.0%
+2,167.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.3% |
| 7D | +1.3% | -0.6% | +2.0% | +1.5% |
| 30D | -9.7% | +7.3% | -16.9% | -11.2% |
| 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% | +56.6% |
| 1Y | +75.7% | +57.9% | +17.8% | +54.9% |
| 3Y | +19.5% | +162.1% | -142.6% | -5.2% |
| 5Y | +83.8% | +151.2% | -67.4% | +45.3% |
| 10Y | +1,772.4% | +191.7% | +1,580.7% | +1,318.6% |
| All | +2,284.8% | +117.0% | +2,167.8% | +1,643.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling