+80.9%
PAAS vs LTH
+186.8%
-105.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -5.2% | +0.3% | -5.5% | -5.2% |
| 30D | -13.9% | +17.7% | -31.6% | -16.1% |
| 3M | -23.8% | +8.5% | -32.2% | -24.9% |
| 6M | -36.4% | +46.9% | -83.4% | -40.5% |
| YTD | -23.4% | +78.8% | -102.1% | -30.4% |
| 1Y | +5.6% | +84.9% | -79.3% | -4.6% |
| 3Y | +209.7% | +246.4% | -36.7% | +150.8% |
| 5Y | +55.6% | +129.6% | -74.0% | +24.7% |
| All | +80.9% | +186.8% | -105.9% | +40.2% |
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