+14.3%
PAAS vs LTH
+83.5%
-69.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +8.8% | +7.0% | +1.8% | +6.9% |
| 30D | -8.5% | +15.4% | -23.9% | -12.2% |
| 3M | -17.0% | +7.0% | -24.0% | -18.7% |
| 6M | -27.9% | +46.9% | -74.7% | -38.3% |
| YTD | -17.5% | +76.4% | -93.9% | -33.7% |
| All | +14.3% | +83.5% | -69.1% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling