+45.4%
PAAS vs LH
+18.3%
+27.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.4% |
| 7D | +2.0% | -0.8% | +2.8% | +2.4% |
| 30D | -0.1% | +2.0% | -2.1% | -0.6% |
| 3M | +8.2% | +24.3% | -16.0% | +0.2% |
| 6M | -13.8% | +21.1% | -34.8% | -19.4% |
| YTD | -0.6% | +30.4% | -31.1% | -8.4% |
| All | +45.4% | +18.3% | +27.2% | +40.9% |
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 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