+521.0%
LITE vs PSA
+7.3%
+513.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +3.5% |
| 7D | -1.5% | -3.7% | +2.1% | -3.1% |
| 30D | +6.7% | -7.7% | +14.4% | +3.3% |
| 3M | -6.8% | -0.6% | -6.2% | -8.5% |
| 6M | +29.4% | -0.9% | +30.4% | +23.0% |
| YTD | +139.1% | +18.7% | +120.4% | +135.4% |
| 1Y | +521.0% | +7.6% | +513.4% | +471.3% |
| All | +521.0% | +7.3% | +513.7% | +471.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling