+133.8%
LTH vs PSLV
+166.5%
-32.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -4.0% | -3.5% | -0.5% | -3.7% |
| 30D | -5.3% | -2.1% | -3.1% | -5.2% |
| 3M | +19.0% | -1.6% | +20.7% | +18.9% |
| 6M | +55.8% | -25.5% | +81.3% | +59.9% |
| YTD | +56.1% | -11.4% | +67.5% | +53.6% |
| 1Y | +41.3% | +48.6% | -7.3% | +26.2% |
| 3Y | +156.6% | +166.9% | -10.2% | +98.6% |
| All | +133.8% | +166.5% | -32.7% | +66.9% |
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