+610.9%
LITE vs PSA
+27.5%
+583.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.7% | +10.7% |
| 7D | +3.4% | -2.1% | +5.5% | +3.7% |
| 30D | -34.9% | +16.2% | -51.1% | -36.4% |
| 3M | -21.0% | +4.3% | -25.4% | -21.6% |
| 6M | -38.5% | +9.9% | -48.3% | -40.1% |
| YTD | +75.8% | +33.3% | +42.6% | +61.6% |
| 1Y | +156.7% | +25.8% | +130.9% | +139.5% |
| 3Y | +1,498.6% | +54.8% | +1,443.8% | +1,245.7% |
| 5Y | +610.9% | +27.5% | +583.4% | +526.8% |
| All | +610.9% | +27.5% | +583.4% | +526.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling