+17.8%
ACGL vs LTH
+76.0%
-58.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.2% | +0.4% |
| 7D | -1.2% | -4.6% | +3.4% | -0.8% |
| 30D | +12.8% | +14.8% | -2.0% | +11.5% |
| 3M | +12.3% | +3.9% | +8.4% | +11.8% |
| 6M | +15.8% | +35.5% | -19.7% | +14.1% |
| YTD | +13.9% | +71.3% | -57.4% | +9.3% |
| All | +17.8% | +76.0% | -58.2% | +11.6% |
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