-70.2%
AAOX vs LTH
+59.2%
-129.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.6% | -7.9% | -8.3% |
| 7D | +5.4% | -3.7% | +9.1% | +6.7% |
| 30D | -47.7% | -5.3% | -42.4% | -46.8% |
| 3M | -78.6% | +24.2% | -102.8% | -83.5% |
| All | -70.2% | +59.2% | -129.4% | -82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling