+1,464.2%
AAOI vs LTH
+152.0%
+1,312.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.5% |
| 7D | +4.7% | -4.0% | +8.7% | +6.6% |
| 30D | -18.7% | -1.7% | -17.1% | -18.3% |
| 3M | -33.7% | +28.0% | -61.7% | -42.2% |
| 6M | -2.4% | +54.1% | -56.5% | -22.4% |
| YTD | +209.6% | +57.1% | +152.5% | +138.7% |
| 1Y | +355.0% | +45.8% | +309.2% | +263.4% |
| 3Y | +814.7% | +157.6% | +657.1% | +492.1% |
| All | +1,464.2% | +152.0% | +1,312.2% | +896.7% |
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 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