+22,801.8%
PSA vs LH
+1,579.7%
+21,222.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -1.4% | +1.1% | -2.5% | -1.6% |
| 30D | +15.2% | +16.7% | -1.6% | +13.0% |
| 3M | +2.2% | +15.1% | -12.9% | +0.4% |
| 6M | +11.7% | +46.3% | -34.7% | +6.5% |
| YTD | +32.0% | +48.8% | -16.8% | +25.6% |
| 1Y | +26.3% | +39.7% | -13.4% | +21.1% |
| 3Y | +52.4% | +87.0% | -34.7% | +41.0% |
| 5Y | +26.3% | +53.0% | -26.7% | +19.1% |
| 10Y | +132.3% | +264.3% | -132.0% | +98.2% |
| All | +22,801.8% | +1,579.7% | +21,222.1% | +17,231.0% |
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 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