+15.7%
AA vs LTH
+156.3%
-140.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.0% |
| 7D | +1.7% | +1.5% | +0.1% | +1.2% |
| 30D | +3.3% | -3.1% | +6.4% | +4.0% |
| 3M | -29.4% | +28.1% | -57.5% | -34.7% |
| 6M | -12.8% | +67.4% | -80.2% | -26.4% |
| YTD | -2.1% | +59.8% | -61.9% | -16.5% |
| 1Y | +62.8% | +45.6% | +17.2% | +42.5% |
| 3Y | +90.5% | +162.0% | -71.5% | +33.9% |
| All | +15.7% | +156.3% | -140.6% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling