+23.7%
PSA vs LTH
+156.3%
-132.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.1% |
| 6M | -0.2% | +67.4% | -67.6% | -8.7% |
| YTD | +18.5% | +59.8% | -41.3% | +9.1% |
| 1Y | +6.6% | +45.6% | -39.0% | -0.6% |
| 3Y | +24.5% | +162.0% | -137.5% | +2.9% |
| All | +23.7% | +156.3% | -132.6% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling