+804.4%
AAOI vs LTH
+153.8%
+650.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.2% | -4.0% | +3.8% | +2.1% |
| 30D | -23.7% | -5.3% | -18.4% | -21.5% |
| 3M | -39.0% | +19.0% | -58.0% | -46.6% |
| 6M | -17.0% | +55.8% | -72.8% | -39.1% |
| YTD | +202.2% | +56.1% | +146.1% | +113.9% |
| 1Y | +292.4% | +41.3% | +251.1% | +198.3% |
| 3Y | +804.4% | +156.6% | +647.7% | +416.8% |
| All | +804.4% | +153.8% | +650.6% | +416.8% |
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