-29.1%
ACI vs LTH
+183.0%
-212.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -5.9% | +7.0% | -12.9% | -6.2% |
| 30D | +7.2% | +15.4% | -8.2% | +6.5% |
| 3M | +8.8% | +7.0% | +1.8% | +8.4% |
| 6M | -17.2% | +46.9% | -64.0% | -18.6% |
| YTD | -21.3% | +76.4% | -97.7% | -23.5% |
| 1Y | -23.7% | +83.7% | -107.5% | -26.0% |
| 3Y | -32.8% | +248.9% | -281.7% | -37.4% |
| 5Y | -41.4% | +141.8% | -183.2% | -44.6% |
| All | -29.1% | +183.0% | -212.0% | -30.9% |
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 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