+72.4%
PAAS vs LTH
+180.7%
-108.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -0.9% |
| 7D | -8.9% | -1.3% | -7.6% | -8.7% |
| 30D | -11.4% | +15.7% | -27.1% | -13.4% |
| 3M | -20.4% | +5.0% | -25.4% | -21.2% |
| 6M | -40.7% | +37.7% | -78.4% | -43.9% |
| YTD | -26.9% | +75.0% | -102.0% | -33.5% |
| 1Y | -3.1% | +82.6% | -85.7% | -12.2% |
| 3Y | +199.3% | +241.3% | -42.1% | +143.0% |
| 5Y | +48.3% | +135.4% | -87.1% | +18.0% |
| All | +72.4% | +180.7% | -108.4% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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