-35.7%
ACI vs LTH
+152.0%
-187.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.3% |
| 7D | -5.0% | -4.0% | -1.0% | -4.9% |
| 30D | -2.3% | -1.7% | -0.6% | -2.2% |
| 3M | -23.2% | +28.0% | -51.2% | -24.0% |
| 6M | -29.5% | +54.1% | -83.5% | -30.9% |
| YTD | -28.6% | +57.1% | -85.7% | -30.2% |
| 1Y | -34.0% | +45.8% | -79.8% | -35.3% |
| 3Y | -45.0% | +157.6% | -202.5% | -48.0% |
| All | -35.7% | +152.0% | -187.6% | -37.0% |
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