-34.2%
ACI vs LTH
+46.4%
-80.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -3.2% |
| 7D | -2.6% | +1.5% | -4.1% | -2.6% |
| 30D | +1.1% | -3.1% | +4.1% | +1.2% |
| 3M | -23.6% | +28.1% | -51.8% | -23.8% |
| 6M | -29.9% | +67.4% | -97.3% | -31.4% |
| YTD | -26.9% | +59.8% | -86.6% | -28.6% |
| 1Y | -34.2% | +45.6% | -79.8% | -35.0% |
| All | -34.2% | +46.4% | -80.7% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling