+66.8%
AA vs LTH
+241.8%
-175.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -2.3% |
| 7D | +0.5% | -1.3% | +1.8% | +0.8% |
| 30D | -0.6% | +15.7% | -16.3% | -4.5% |
| 3M | -19.7% | +5.0% | -24.6% | -21.0% |
| 6M | -41.6% | +37.7% | -79.3% | -47.0% |
| YTD | -24.6% | +75.0% | -99.7% | -37.5% |
| 1Y | +4.9% | +82.6% | -77.8% | -14.3% |
| 3Y | +66.8% | +241.3% | -174.5% | -2.0% |
| All | +66.8% | +241.8% | -175.0% | -2.0% |
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