-65.3%
AAOX vs LTH
+63.0%
-128.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.8% | +12.9% | +11.7% |
| 7D | +15.2% | +1.5% | +13.7% | +14.5% |
| 30D | -40.3% | -3.1% | -37.3% | -39.8% |
| 3M | -81.2% | +28.1% | -109.3% | -85.6% |
| All | -65.3% | +63.0% | -128.3% | -79.2% |
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 · Available span rolling