+99.6%
PSA vs LII
+171.3%
-71.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -3.7% | -0.7% | -2.9% | -3.5% |
| 30D | -7.7% | -12.6% | +4.9% | -4.3% |
| 3M | -0.6% | -24.4% | +23.8% | +6.1% |
| 6M | -0.9% | -28.7% | +27.8% | +7.0% |
| YTD | +18.7% | -19.1% | +37.8% | +23.5% |
| 1Y | +7.6% | -29.7% | +37.3% | +16.1% |
| 3Y | +23.7% | +4.8% | +18.9% | +15.9% |
| 5Y | +13.7% | +24.6% | -10.9% | -1.6% |
| All | +99.6% | +171.3% | -71.7% | +40.9% |
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