+214.0%
PAAS vs LTH
+253.6%
-39.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -7.0% | -6.1% |
| 7D | +4.2% | +6.4% | -2.2% | +2.9% |
| 30D | -13.8% | +16.7% | -30.5% | -16.5% |
| 3M | -22.7% | +11.7% | -34.4% | -24.6% |
| 6M | -32.1% | +48.5% | -80.6% | -38.0% |
| YTD | -22.3% | +78.4% | -100.7% | -31.8% |
| 1Y | +7.7% | +89.7% | -82.0% | -6.4% |
| 3Y | +214.0% | +245.6% | -31.6% | +121.3% |
| All | +214.0% | +253.6% | -39.6% | +121.3% |
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