+153.4%
ACGL vs LTH
+160.9%
-7.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.8% |
| 7D | -0.7% | -0.6% | -0.1% | -0.7% |
| 30D | -1.0% | -4.6% | +3.6% | -0.6% |
| 3M | +11.0% | +32.8% | -21.8% | +8.2% |
| 6M | -0.3% | +64.6% | -64.9% | -5.1% |
| YTD | +2.3% | +62.6% | -60.4% | -2.6% |
| 1Y | +6.4% | +49.9% | -43.6% | +2.0% |
| 3Y | +34.0% | +151.3% | -117.4% | +23.1% |
| All | +153.4% | +160.9% | -7.5% | +128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling