+185.5%
PAAS vs LH
+267.5%
-82.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.6% | -5.7% |
| 7D | +4.2% | +4.8% | -0.6% | +2.7% |
| 30D | -13.8% | +18.8% | -32.6% | -18.4% |
| 3M | -22.7% | +15.7% | -38.4% | -26.2% |
| 6M | -32.1% | +46.7% | -78.8% | -40.0% |
| YTD | -22.3% | +48.9% | -71.2% | -31.6% |
| 1Y | +7.7% | +43.5% | -35.8% | -4.2% |
| 3Y | +214.0% | +86.9% | +127.1% | +153.1% |
| 5Y | +63.2% | +60.4% | +2.8% | +36.1% |
| 10Y | +185.5% | +260.7% | -75.2% | +70.3% |
| All | +185.5% | +267.5% | -82.0% | +70.3% |
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