+138.5%
PSA vs LII
+162.0%
-23.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.4% |
| 7D | +3.9% | -0.6% | +4.5% | +4.1% |
| 30D | +19.7% | -4.6% | +24.3% | +21.0% |
| 3M | +4.3% | -21.2% | +25.5% | +11.0% |
| 6M | +11.4% | -36.4% | +47.8% | +24.3% |
| YTD | +33.9% | -28.9% | +62.9% | +44.1% |
| 1Y | +28.3% | -29.5% | +57.8% | +38.2% |
| 3Y | +53.5% | -8.6% | +62.0% | +49.2% |
| 5Y | +30.6% | +20.2% | +10.4% | +14.1% |
| All | +138.5% | +162.0% | -23.5% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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