+20,484.9%
PSA vs LH
+1,382.1%
+19,102.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | -3.7% | -2.5% | -1.2% | -3.4% |
| 30D | -7.7% | +4.3% | -12.1% | -8.2% |
| 3M | -0.6% | +25.5% | -26.1% | -3.3% |
| 6M | -0.9% | +17.0% | -17.9% | -2.8% |
| YTD | +18.7% | +31.3% | -12.6% | +14.7% |
| 1Y | +7.6% | +20.0% | -12.3% | +5.2% |
| 3Y | +23.7% | +63.9% | -40.2% | +16.3% |
| 5Y | +13.7% | +30.9% | -17.2% | +9.3% |
| 10Y | +98.9% | +191.4% | -92.5% | +73.8% |
| All | +20,484.9% | +1,382.1% | +19,102.8% | +15,730.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling