+202.7%
PAAS vs LH
+186.0%
+16.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.5% |
| 7D | +2.0% | -0.8% | +2.8% | +2.3% |
| 30D | -0.1% | +2.0% | -2.1% | -0.6% |
| 3M | +8.2% | +24.3% | -16.0% | +0.9% |
| 6M | -13.8% | +21.1% | -34.8% | -19.1% |
| YTD | -0.6% | +30.4% | -31.1% | -8.8% |
| 1Y | +44.0% | +18.4% | +25.6% | +36.1% |
| 3Y | +246.6% | +65.5% | +181.1% | +190.2% |
| 5Y | +116.1% | +29.9% | +86.2% | +92.2% |
| 10Y | +202.7% | +186.6% | +16.1% | +103.8% |
| All | +202.7% | +186.0% | +16.7% | +103.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling