-27.6%
ACI vs LTH
+174.8%
-202.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.5% |
| 7D | -0.5% | -4.6% | +4.2% | -0.2% |
| 30D | +4.9% | +14.8% | -9.9% | +4.2% |
| 3M | +11.1% | +3.9% | +7.2% | +10.9% |
| 6M | -14.9% | +35.5% | -50.4% | -16.1% |
| YTD | -19.6% | +71.3% | -90.9% | -21.8% |
| 1Y | -22.7% | +75.7% | -98.4% | -24.9% |
| 3Y | -31.2% | +231.9% | -263.2% | -35.7% |
| 5Y | -42.3% | +130.5% | -172.8% | -45.8% |
| All | -27.6% | +174.8% | -202.4% | -29.4% |
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