+129.9%
PSA vs LH
+261.9%
-132.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.4% | +1.1% | -2.5% | -1.8% |
| 30D | +15.2% | +16.7% | -1.6% | +9.1% |
| 3M | +2.2% | +15.1% | -12.9% | -2.8% |
| 6M | +11.7% | +46.3% | -34.7% | -2.2% |
| YTD | +32.0% | +48.8% | -16.8% | +14.8% |
| 1Y | +26.3% | +39.7% | -13.4% | +12.1% |
| 3Y | +52.4% | +87.0% | -34.7% | +22.0% |
| 5Y | +26.3% | +53.0% | -26.7% | +6.0% |
| All | +129.9% | +261.9% | -132.0% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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