+83.4%
PAAS vs LTH
+186.2%
-102.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -7.0% | -6.0% |
| 7D | +4.2% | +6.4% | -2.2% | +3.2% |
| 30D | -13.8% | +16.7% | -30.5% | -15.9% |
| 3M | -22.7% | +11.7% | -34.4% | -24.2% |
| 6M | -32.1% | +48.5% | -80.6% | -36.5% |
| YTD | -22.3% | +78.4% | -100.7% | -29.4% |
| 1Y | +7.7% | +89.7% | -82.0% | -3.1% |
| 3Y | +214.0% | +245.6% | -31.6% | +154.4% |
| 5Y | +63.2% | +142.7% | -79.5% | +29.0% |
| All | +83.4% | +186.2% | -102.8% | +42.2% |
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