+164.7%
ACGL vs LTH
+142.9%
+21.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.9% |
| 7D | +0.9% | +4.5% | -3.6% | +0.4% |
| 30D | +13.7% | +16.3% | -2.6% | +12.1% |
| 3M | +8.0% | +8.4% | -0.3% | +7.1% |
| 6M | +13.3% | +40.3% | -27.0% | +9.6% |
| YTD | +11.8% | +77.3% | -65.4% | +5.5% |
| 1Y | +22.2% | +88.0% | -65.7% | +14.6% |
| 3Y | +32.5% | +274.3% | -241.8% | +16.8% |
| All | +164.7% | +142.9% | +21.8% | +135.6% |
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 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