+170.6%
ACGL vs LTH
+142.3%
+28.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | -1.1% | +7.0% | -8.1% | -1.7% |
| 30D | +13.1% | +15.4% | -2.3% | +11.6% |
| 3M | +9.8% | +7.0% | +2.8% | +9.0% |
| 6M | +15.3% | +46.9% | -31.6% | +11.0% |
| YTD | +12.7% | +76.4% | -63.7% | +6.3% |
| 1Y | +20.7% | +83.7% | -63.0% | +13.4% |
| 3Y | +34.3% | +248.9% | -214.6% | +19.2% |
| 5Y | +170.6% | +141.8% | +28.8% | +141.1% |
| All | +170.6% | +142.3% | +28.3% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling