+186.4%
PAAS vs LH
+259.5%
-73.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.4% |
| 7D | +8.8% | +4.6% | +4.3% | +7.4% |
| 30D | -8.5% | +19.1% | -27.6% | -13.4% |
| 3M | -17.0% | +16.7% | -33.8% | -21.0% |
| 6M | -27.9% | +47.0% | -74.9% | -36.3% |
| YTD | -17.5% | +49.3% | -66.8% | -27.3% |
| 1Y | +22.8% | +48.6% | -25.8% | +8.3% |
| 3Y | +224.2% | +87.8% | +136.4% | +161.6% |
| 5Y | +73.6% | +65.0% | +8.6% | +43.8% |
| 10Y | +186.4% | +275.0% | -88.6% | +86.9% |
| All | +186.4% | +259.5% | -73.1% | +86.9% |
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