-30.1%
AAL vs LTH
+186.8%
-216.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +3.4% | +0.3% | +3.2% | +3.3% |
| 30D | +11.7% | +17.7% | -6.0% | +4.6% |
| 3M | -7.8% | +8.5% | -16.3% | -11.1% |
| 6M | +10.2% | +46.9% | -36.7% | -6.0% |
| YTD | -8.0% | +78.8% | -86.8% | -27.9% |
| 1Y | +8.5% | +84.9% | -76.4% | -16.1% |
| 3Y | +19.5% | +246.4% | -226.9% | -29.8% |
| 5Y | -33.9% | +129.6% | -163.5% | -60.0% |
| All | -30.1% | +186.8% | -216.9% | -58.6% |
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