+11.8%
AA vs LTH
+160.9%
-149.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | +5.0% | -4.6% | +9.6% | +6.2% |
| 3M | -35.8% | +32.8% | -68.6% | -41.2% |
| 6M | -18.4% | +64.6% | -83.0% | -30.7% |
| YTD | -5.5% | +62.6% | -68.1% | -19.8% |
| 1Y | +61.0% | +49.9% | +11.0% | +39.7% |
| 3Y | +66.2% | +151.3% | -85.1% | +18.3% |
| All | +11.8% | +160.9% | -149.1% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling