+136.0%
PAAS vs LTH
+160.9%
-24.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.4% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | +6.8% | -4.6% | +11.4% | +7.5% |
| 3M | -2.9% | +32.8% | -35.7% | -7.5% |
| 6M | -16.4% | +64.6% | -81.1% | -23.1% |
| YTD | 0.0% | +62.6% | -62.6% | -7.8% |
| 1Y | +54.3% | +49.9% | +4.4% | +43.7% |
| 3Y | +230.7% | +151.3% | +79.3% | +179.1% |
| All | +136.0% | +160.9% | -24.9% | +85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling