-22.5%
ACN vs LTH
+142.9%
-165.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.5% |
| 7D | +0.9% | +4.5% | -3.6% | 0.0% |
| 30D | +33.5% | +16.3% | +17.2% | +29.7% |
| 3M | +53.5% | +8.4% | +45.1% | +50.8% |
| 6M | +52.2% | +40.3% | +11.9% | +41.8% |
| YTD | -0.1% | +77.3% | -77.4% | -11.9% |
| 1Y | +11.0% | +88.0% | -76.9% | -3.3% |
| 3Y | -11.8% | +274.3% | -286.0% | -35.1% |
| All | -22.5% | +142.9% | -165.4% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling