+2,898.2%
LITE vs PSA
+163.1%
+2,735.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.7% | -18.0% | -18.5% |
| 7D | -44.6% | +7.4% | -52.0% | -45.5% |
| 30D | -55.0% | +19.1% | -74.1% | -56.8% |
| 3M | -38.3% | +5.1% | -43.4% | -39.2% |
| 6M | -48.8% | +16.2% | -64.9% | -51.2% |
| YTD | +38.3% | +35.2% | +3.1% | +25.9% |
| 1Y | +119.0% | +27.1% | +91.9% | +102.3% |
| 3Y | +1,092.0% | +51.7% | +1,040.3% | +926.1% |
| 5Y | +446.1% | +31.8% | +414.3% | +384.0% |
| 10Y | +1,381.7% | +148.0% | +1,233.7% | +1,017.2% |
| All | +2,898.2% | +163.1% | +2,735.2% | +2,106.4% |
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