+24.5%
PSA vs LTH
+159.1%
-134.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +0.2% |
| 7D | -0.4% | +1.5% | -1.9% | -0.7% |
| 30D | -8.2% | -3.1% | -5.1% | -7.7% |
| 3M | -2.1% | +28.1% | -30.3% | -6.6% |
| 6M | -0.2% | +67.4% | -67.6% | -9.7% |
| YTD | +18.5% | +59.8% | -41.3% | +7.9% |
| 1Y | +6.6% | +45.6% | -39.0% | -1.4% |
| 3Y | +24.5% | +162.0% | -137.5% | -1.7% |
| All | +24.5% | +159.1% | -134.7% | -1.7% |
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