+1,427.0%
AAOI vs LTH
+150.5%
+1,276.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.2% | -4.0% | +3.8% | +1.7% |
| 30D | -23.7% | -5.3% | -18.4% | -21.9% |
| 3M | -39.0% | +19.0% | -58.0% | -44.9% |
| 6M | -17.0% | +55.8% | -72.8% | -34.4% |
| YTD | +202.2% | +56.1% | +146.1% | +133.6% |
| 1Y | +292.4% | +41.3% | +251.1% | +218.8% |
| 3Y | +804.4% | +156.6% | +647.7% | +486.6% |
| All | +1,427.0% | +150.5% | +1,276.5% | +875.7% |
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