-95.0%
AAOX vs LTH
+78.5%
-173.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.2% | -13.2% | -11.5% |
| 7D | -3.6% | -1.3% | -2.4% | -3.3% |
| 30D | -72.9% | +15.7% | -88.6% | -74.0% |
| 3M | -90.7% | +5.0% | -95.7% | -90.8% |
| 6M | -98.2% | +37.7% | -135.9% | -98.6% |
| All | -95.0% | +78.5% | -173.5% | -97.1% |
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