+36.5%
ACGL vs LTH
+273.3%
-236.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +6.4% | +5.3% | +1.1% | +5.8% |
| 30D | +16.6% | +18.3% | -1.6% | +14.7% |
| 3M | +11.6% | +5.4% | +6.2% | +10.9% |
| 6M | +17.5% | +62.5% | -45.1% | +12.0% |
| YTD | +15.3% | +79.6% | -64.4% | +8.6% |
| 1Y | +26.3% | +88.1% | -61.8% | +18.3% |
| All | +36.5% | +273.3% | -236.8% | +32.2% |
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 · 6 months rolling