+132.7%
PSA vs LII
+170.7%
-38.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.4% |
| 7D | +1.5% | -1.2% | +2.7% | +1.8% |
| 30D | +16.7% | -2.0% | +18.6% | +17.0% |
| 3M | +4.0% | -20.2% | +24.3% | +10.3% |
| 6M | +10.9% | -32.5% | +43.4% | +21.6% |
| YTD | +34.2% | -27.4% | +61.6% | +43.5% |
| 1Y | +26.6% | -28.2% | +54.8% | +35.7% |
| 3Y | +54.7% | -7.2% | +62.0% | +49.8% |
| 5Y | +30.0% | +19.9% | +10.1% | +13.6% |
| 10Y | +132.7% | +168.6% | -36.0% | +69.9% |
| All | +132.7% | +170.7% | -38.1% | +69.9% |
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