-46.4%
ACHR vs LTH
+174.8%
-221.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -4.2% | -6.7% | -8.7% |
| 7D | +11.9% | -4.6% | +16.5% | +14.8% |
| 30D | -2.5% | +14.8% | -17.3% | -9.7% |
| 3M | -31.2% | +3.9% | -35.1% | -33.0% |
| 6M | -32.2% | +35.5% | -67.7% | -43.7% |
| YTD | -42.4% | +71.3% | -113.8% | -58.4% |
| 1Y | -49.9% | +75.7% | -125.6% | -64.4% |
| 3Y | -12.9% | +231.9% | -244.8% | -57.8% |
| 5Y | -24.6% | +130.5% | -155.0% | -64.6% |
| All | -46.4% | +174.8% | -221.2% | -73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling