-28.5%
ACN vs LTH
+46.4%
-75.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.4% | -4.0% |
| 7D | -4.8% | +1.5% | -6.3% | -4.9% |
| 30D | +1.9% | -3.1% | +4.9% | +2.0% |
| 3M | +3.9% | +28.1% | -24.2% | +3.7% |
| 6M | -15.0% | +67.4% | -82.4% | -21.3% |
| YTD | -31.9% | +59.8% | -91.7% | -34.6% |
| 1Y | -28.5% | +45.6% | -74.1% | -29.4% |
| All | -28.5% | +46.4% | -75.0% | -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 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