+248.2%
PAAS vs LH
+64.2%
+184.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.9% |
| 7D | -2.9% | -2.5% | -0.4% | -2.1% |
| 30D | +6.8% | +4.3% | +2.5% | +5.6% |
| 3M | -2.9% | +25.5% | -28.4% | -9.4% |
| 6M | -16.4% | +17.0% | -33.4% | -20.3% |
| YTD | 0.0% | +31.3% | -31.2% | -7.5% |
| 1Y | +54.3% | +20.0% | +34.4% | +46.1% |
| All | +248.2% | +64.2% | +184.0% | +176.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling