+76.2%
ACWI vs LTH
+240.3%
-164.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | +0.3% | +7.0% | -6.7% | -0.7% |
| 30D | -2.8% | +15.4% | -18.3% | -5.1% |
| 3M | -3.2% | +7.0% | -10.2% | -4.3% |
| 6M | +1.3% | +46.9% | -45.6% | -5.4% |
| YTD | +11.2% | +76.4% | -65.2% | +0.2% |
| 1Y | +13.8% | +83.7% | -70.0% | +1.7% |
| 3Y | +76.2% | +248.9% | -172.7% | +46.2% |
| All | +76.2% | +240.3% | -164.1% | +46.2% |
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