+163.0%
LITE vs PSA
+26.5%
+136.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.6% |
| 7D | +10.8% | -1.4% | +12.2% | +9.6% |
| 30D | -33.4% | +15.2% | -48.6% | -27.1% |
| 3M | -32.2% | +2.2% | -34.4% | -30.0% |
| 6M | -42.1% | +11.7% | -53.8% | -39.1% |
| YTD | +61.9% | +32.0% | +29.9% | +73.0% |
| 1Y | +163.0% | +26.3% | +136.7% | +176.6% |
| All | +163.0% | +26.5% | +136.5% | +176.6% |
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