+99.2%
PSA vs LH
+179.1%
-79.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +1.5% |
| 7D | -3.6% | -7.4% | +3.8% | -1.2% |
| 30D | -9.4% | -4.6% | -4.8% | -8.0% |
| 3M | -8.2% | +14.5% | -22.7% | -12.5% |
| 6M | -1.8% | +14.8% | -16.6% | -6.6% |
| YTD | +15.7% | +23.3% | -7.5% | +7.5% |
| 1Y | +6.3% | +13.6% | -7.3% | +1.2% |
| 3Y | +21.6% | +56.3% | -34.8% | +3.7% |
| 5Y | +13.5% | +25.2% | -11.7% | +2.1% |
| All | +99.2% | +179.1% | -79.9% | +37.4% |
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