+248.2%
PAAS vs LTH
+152.2%
+96.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | +6.8% | -4.6% | +11.4% | +7.6% |
| 3M | -2.9% | +32.8% | -35.7% | -8.5% |
| 6M | -16.4% | +64.6% | -81.1% | -24.3% |
| YTD | 0.0% | +62.6% | -62.6% | -9.2% |
| 1Y | +54.3% | +49.9% | +4.4% | +41.8% |
| All | +248.2% | +152.2% | +96.0% | +177.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling