+15.1%
PSA vs LSCC
+82.7%
-67.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.4% |
| 7D | -3.7% | +1.3% | -5.0% | -3.8% |
| 30D | -7.7% | -9.7% | +1.9% | -7.0% |
| 3M | -0.6% | -23.7% | +23.1% | +1.2% |
| 6M | -0.9% | +26.5% | -27.4% | -4.6% |
| YTD | +18.7% | +57.5% | -38.9% | +11.5% |
| 1Y | +7.6% | +75.7% | -68.0% | -0.4% |
| 3Y | +23.7% | +19.5% | +4.2% | +16.5% |
| All | +15.1% | +82.7% | -67.6% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 5y: compounded portfolio wealth divided by compounded LSCC 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…
5y analysis · Full analysis span regression · 6 months rolling