+1,402.3%
LITE vs PSA
+142.4%
+1,259.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.9% |
| 7D | -35.9% | +3.9% | -39.8% | -36.6% |
| 30D | -51.5% | +19.7% | -71.2% | -53.7% |
| 3M | -35.7% | +4.3% | -40.0% | -36.7% |
| 6M | -43.0% | +11.4% | -54.3% | -45.3% |
| YTD | +46.1% | +33.9% | +12.2% | +31.9% |
| 1Y | +124.7% | +28.3% | +96.4% | +105.1% |
| 3Y | +1,172.1% | +53.5% | +1,118.6% | +968.6% |
| 5Y | +477.0% | +30.6% | +446.4% | +403.6% |
| All | +1,402.3% | +142.4% | +1,259.9% | +961.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling