+14.3%
PAAS vs LH
+49.3%
-35.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.3% |
| 7D | +8.8% | +4.6% | +4.3% | +7.1% |
| 30D | -8.5% | +19.1% | -27.6% | -14.1% |
| 3M | -17.0% | +16.7% | -33.8% | -21.3% |
| 6M | -27.9% | +47.0% | -74.9% | -37.4% |
| YTD | -17.5% | +49.3% | -66.8% | -25.1% |
| All | +14.3% | +49.3% | -35.0% | +4.8% |
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