+53.5%
PSA vs LTH
+268.4%
-214.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | +3.9% | +4.5% | -0.6% | +3.0% |
| 30D | +19.7% | +16.3% | +3.3% | +16.2% |
| 3M | +4.3% | +8.4% | -4.1% | +2.5% |
| 6M | +11.4% | +40.3% | -28.9% | +4.2% |
| YTD | +33.9% | +77.3% | -43.3% | +19.4% |
| 1Y | +28.3% | +88.0% | -59.7% | +13.0% |
| 3Y | +53.5% | +274.3% | -220.8% | +13.1% |
| All | +53.5% | +268.4% | -214.9% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 3y: compounded portfolio wealth divided by compounded LTH 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…
3y analysis · Full analysis span regression · 6 months rolling