+196.2%
PAAS vs LH
+261.9%
-65.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -8.9% | +1.1% | -10.0% | -9.2% |
| 30D | -11.4% | +16.7% | -28.2% | -15.7% |
| 3M | -20.4% | +15.1% | -35.5% | -23.9% |
| 6M | -40.7% | +46.3% | -87.0% | -47.6% |
| YTD | -26.9% | +48.8% | -75.7% | -35.7% |
| 1Y | -3.1% | +39.7% | -42.8% | -13.0% |
| 3Y | +199.3% | +87.0% | +112.2% | +141.4% |
| 5Y | +48.3% | +53.0% | -4.7% | +25.5% |
| All | +196.2% | +261.9% | -65.7% | +85.2% |
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