-92.1%
AAOX vs LTH
+81.8%
-174.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +6.3% | -21.3% | -16.4% |
| 7D | -50.3% | +9.9% | -60.1% | -51.3% |
| 30D | -79.8% | +18.3% | -98.1% | -80.7% |
| 3M | -85.9% | +5.9% | -91.8% | -86.0% |
| 6M | -95.7% | +80.3% | -176.0% | -97.6% |
| All | -92.1% | +81.8% | -174.0% | -95.4% |
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