+16.0%
AA vs LTH
+84.0%
-68.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.3% | -3.6% | +2.6% |
| 7D | +0.9% | +9.9% | -8.9% | +0.8% |
| 30D | -6.4% | +18.3% | -24.7% | -6.7% |
| 3M | -13.0% | +5.9% | -18.9% | -12.9% |
| 6M | -34.6% | +80.3% | -115.0% | -36.2% |
| YTD | -23.0% | +78.3% | -101.3% | -26.2% |
| 1Y | +16.0% | +81.0% | -65.0% | +10.3% |
| All | +16.0% | +84.0% | -68.1% | +10.3% |
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 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