+100.9%
AAOI vs LTH
+84.0%
+16.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +6.3% | -13.7% | -7.1% |
| 7D | -27.9% | +9.9% | -37.8% | -27.7% |
| 30D | -51.2% | +18.3% | -69.5% | -51.0% |
| 3M | -55.0% | +5.9% | -60.9% | -54.8% |
| 6M | -65.7% | +80.3% | -146.1% | -67.6% |
| YTD | +70.0% | +78.3% | -8.3% | +54.2% |
| 1Y | +100.9% | +81.0% | +19.9% | +78.9% |
| All | +100.9% | +84.0% | +16.9% | +78.9% |
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