+52.2%
ACN vs LTH
+57.3%
-5.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -2.0% |
| 7D | +0.9% | +4.5% | -3.6% | +1.5% |
| 30D | +33.5% | +16.3% | +17.2% | +37.3% |
| 3M | +53.5% | +8.4% | +45.1% | +53.9% |
| 6M | +52.2% | +40.3% | +11.9% | +99.4% |
| All | +52.2% | +57.3% | -5.1% | +99.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling