+139.3%
LTH vs PSLV
+174.0%
-34.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.7% |
| 7D | +1.5% | +2.7% | -1.1% | +1.2% |
| 30D | -3.1% | +3.5% | -6.5% | -3.5% |
| 3M | +28.1% | +0.3% | +27.8% | +27.8% |
| 6M | +67.4% | -21.0% | +88.4% | +70.9% |
| YTD | +59.8% | -8.9% | +68.7% | +56.7% |
| 1Y | +45.6% | +54.0% | -8.4% | +29.5% |
| 3Y | +162.0% | +175.4% | -13.4% | +102.0% |
| All | +139.3% | +174.0% | -34.8% | +70.3% |
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