+26.1%
PAAS vs LH
+44.2%
-18.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.9% | +4.4% | +6.8% |
| 7D | -1.1% | +2.1% | -3.2% | -1.9% |
| 30D | -8.5% | +19.2% | -27.6% | -14.7% |
| 3M | -7.3% | +18.0% | -25.3% | -12.9% |
| 6M | -18.3% | +46.1% | -64.4% | -30.5% |
| YTD | -19.2% | +47.7% | -66.9% | -29.5% |
| 1Y | +26.1% | +47.2% | -21.1% | +9.8% |
| All | +26.1% | +44.2% | -18.1% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling