+182.2%
ACGL vs LTH
+174.8%
+7.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.2% | +0.5% |
| 7D | -1.2% | -4.6% | +3.4% | -0.8% |
| 30D | +12.8% | +14.8% | -2.0% | +11.3% |
| 3M | +12.3% | +3.9% | +8.4% | +11.8% |
| 6M | +15.8% | +35.5% | -19.7% | +12.5% |
| YTD | +13.9% | +71.3% | -57.4% | +7.8% |
| 1Y | +19.0% | +75.7% | -56.7% | +12.4% |
| 3Y | +33.7% | +231.9% | -198.3% | +19.5% |
| 5Y | +173.4% | +130.5% | +42.9% | +144.2% |
| All | +182.2% | +174.8% | +7.4% | +153.4% |
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 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 · 6 months rolling