+7,679.3%
LHX vs PSA
+14,166.4%
-6,487.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -2.5% | -0.4% | -2.1% | -2.4% |
| 30D | -10.4% | -8.2% | -2.2% | -8.0% |
| 3M | -14.9% | -2.1% | -12.8% | -14.4% |
| 6M | -29.6% | -0.2% | -29.4% | -29.8% |
| YTD | -11.8% | +18.5% | -30.3% | -16.6% |
| 1Y | -5.1% | +6.6% | -11.7% | -7.4% |
| 3Y | +61.3% | +24.5% | +36.9% | +48.2% |
| 5Y | +22.4% | +13.6% | +8.8% | +14.0% |
| 10Y | +232.2% | +102.0% | +130.3% | +155.4% |
| All | +7,679.3% | +14,166.4% | -6,487.0% | +2,693.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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