-41.9%
ACN vs LTH
+159.1%
-201.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.4% | -3.9% |
| 7D | -4.8% | +1.5% | -6.3% | -5.0% |
| 30D | +1.9% | -3.1% | +4.9% | +2.2% |
| 3M | +3.9% | +28.1% | -24.2% | +0.3% |
| 6M | -15.0% | +67.4% | -82.4% | -22.5% |
| YTD | -31.9% | +59.8% | -91.7% | -37.2% |
| 1Y | -28.5% | +45.6% | -74.1% | -33.1% |
| 3Y | -41.9% | +162.0% | -203.9% | -49.4% |
| All | -41.9% | +159.1% | -201.0% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling