+998.5%
PAAS vs LH
+1,339.9%
-341.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.4% |
| 7D | +8.4% | +1.4% | +7.0% | +8.3% |
| 30D | -7.2% | +17.5% | -24.7% | -8.7% |
| 3M | -14.0% | +16.1% | -30.1% | -15.3% |
| 6M | -26.8% | +43.4% | -70.1% | -29.4% |
| YTD | -19.8% | +47.2% | -67.0% | -22.9% |
| 1Y | +22.8% | +50.1% | -27.3% | +17.9% |
| 3Y | +183.6% | +81.2% | +102.5% | +166.6% |
| 5Y | +73.8% | +63.7% | +10.1% | +64.4% |
| 10Y | +185.6% | +269.2% | -83.6% | +151.7% |
| All | +998.5% | +1,339.9% | -341.4% | +802.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling