+3,068.2%
LITE vs PSA
+160.7%
+2,907.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.8% |
| 7D | -35.9% | +3.9% | -39.8% | -36.5% |
| 30D | -51.5% | +19.7% | -71.2% | -53.5% |
| 3M | -35.7% | +4.3% | -40.0% | -36.6% |
| 6M | -43.0% | +11.4% | -54.3% | -45.1% |
| YTD | +46.1% | +33.9% | +12.2% | +33.2% |
| 1Y | +124.7% | +28.3% | +96.4% | +107.0% |
| 3Y | +1,172.1% | +53.5% | +1,118.6% | +990.3% |
| 5Y | +477.0% | +30.6% | +446.4% | +412.3% |
| 10Y | +1,465.7% | +145.8% | +1,319.9% | +1,082.5% |
| All | +3,068.2% | +160.7% | +2,907.5% | +2,235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling