-40.4%
ACN vs LTH
+156.3%
-196.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.4% | -3.8% |
| 7D | -4.8% | +1.5% | -6.3% | -5.1% |
| 30D | +1.9% | -3.1% | +4.9% | +2.3% |
| 3M | +3.9% | +28.1% | -24.2% | -1.1% |
| 6M | -15.0% | +67.4% | -82.4% | -24.1% |
| YTD | -31.9% | +59.8% | -91.7% | -38.5% |
| 1Y | -28.5% | +45.6% | -74.1% | -34.4% |
| 3Y | -41.9% | +162.0% | -203.9% | -53.8% |
| All | -40.4% | +156.3% | -196.7% | -56.7% |
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