+73.0%
LMT vs PSA
+13.7%
+59.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.3% |
| 7D | -0.2% | -1.8% | +1.6% | +0.2% |
| 30D | -13.1% | -8.4% | -4.7% | -11.5% |
| 3M | -3.9% | -7.8% | +4.0% | -2.3% |
| 6M | -18.3% | +0.8% | -19.1% | -18.6% |
| YTD | +10.3% | +16.5% | -6.2% | +6.7% |
| 1Y | +14.2% | +4.7% | +9.5% | +12.7% |
| 3Y | +35.0% | +21.1% | +13.9% | +27.5% |
| All | +73.0% | +13.7% | +59.3% | +66.0% |
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 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