+3.9%
AA vs LTH
+85.5%
-81.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.4% |
| 7D | +1.2% | +6.4% | -5.2% | +1.1% |
| 30D | -5.0% | +16.7% | -21.8% | -5.4% |
| 3M | -22.2% | +11.7% | -33.9% | -22.5% |
| 6M | -36.3% | +48.5% | -84.8% | -37.7% |
| YTD | -24.2% | +78.4% | -102.6% | -28.5% |
| 1Y | +3.9% | +89.7% | -85.8% | -4.7% |
| All | +3.9% | +85.5% | -81.7% | -4.7% |
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