+39.7%
LVS vs PSA
+1,171.3%
-1,131.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | -0.8% | -1.4% | +0.6% | 0.0% |
| 30D | +10.0% | +15.2% | -5.2% | +1.5% |
| 3M | -11.0% | +2.2% | -13.2% | -12.3% |
| 6M | -20.1% | +11.7% | -31.8% | -25.5% |
| YTD | -36.3% | +32.0% | -68.4% | -46.6% |
| 1Y | -36.8% | +26.3% | -63.1% | -45.7% |
| 3Y | -9.5% | +52.4% | -61.9% | -32.4% |
| 5Y | +9.3% | +26.3% | -17.0% | -12.3% |
| 10Y | -11.0% | +132.3% | -143.3% | -55.9% |
| All | +39.7% | +1,171.3% | -1,131.5% | -79.3% |
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