+185.8%
LMT vs PSA
+102.6%
+83.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.3% |
| 7D | -0.2% | -1.8% | +1.6% | +0.4% |
| 30D | -13.1% | -8.4% | -4.7% | -10.7% |
| 3M | -3.9% | -7.8% | +4.0% | -1.5% |
| 6M | -18.3% | +0.8% | -19.1% | -18.8% |
| YTD | +10.3% | +16.5% | -6.2% | +4.6% |
| 1Y | +14.2% | +4.7% | +9.5% | +11.9% |
| 3Y | +35.0% | +21.1% | +13.9% | +23.3% |
| 5Y | +73.2% | +14.2% | +59.1% | +57.3% |
| All | +185.8% | +102.6% | +83.2% | +104.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling