+1,563.7%
LITE vs PSA
+23.9%
+1,539.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.1% |
| 7D | -1.5% | -3.7% | +2.1% | -1.3% |
| 30D | +6.7% | -7.7% | +14.4% | +7.2% |
| 3M | -6.8% | -0.6% | -6.2% | -8.0% |
| 6M | +29.4% | -0.9% | +30.4% | +27.0% |
| YTD | +139.1% | +18.7% | +120.4% | +124.6% |
| 1Y | +521.0% | +7.6% | +513.4% | +495.6% |
| All | +1,563.7% | +23.9% | +1,539.8% | +1,224.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling