+1,533.3%
LITE vs PSA
+140.2%
+1,393.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.5% | +10.6% |
| 7D | -12.9% | +1.5% | -14.4% | -13.2% |
| 30D | -46.0% | +16.7% | -62.6% | -48.1% |
| 3M | -33.0% | +4.0% | -37.1% | -33.9% |
| 6M | -34.0% | +10.9% | -44.9% | -36.7% |
| YTD | +61.7% | +34.2% | +27.5% | +46.0% |
| 1Y | +148.3% | +26.6% | +121.6% | +127.6% |
| 3Y | +1,408.5% | +54.7% | +1,353.8% | +1,163.8% |
| 5Y | +546.2% | +30.0% | +516.1% | +465.1% |
| 10Y | +1,533.3% | +132.7% | +1,400.7% | +1,065.0% |
| All | +1,533.3% | +140.2% | +1,393.1% | +1,065.0% |
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