-14.8%
AA vs LTH
+142.9%
-157.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.3% |
| 7D | +0.9% | +4.5% | -3.6% | -0.5% |
| 30D | -6.7% | +16.3% | -23.0% | -10.9% |
| 3M | -16.3% | +8.4% | -24.7% | -18.7% |
| 6M | -37.1% | +40.3% | -77.4% | -43.8% |
| YTD | -25.0% | +77.3% | -102.3% | -38.7% |
| 1Y | +8.6% | +88.0% | -79.4% | -12.9% |
| 3Y | +57.2% | +274.3% | -217.0% | -2.8% |
| All | -14.8% | +142.9% | -157.7% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling