+137.2%
AFL vs LTH
+152.0%
-14.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -2.1% | -4.0% | +1.9% | -1.6% |
| 30D | -5.4% | -1.7% | -3.8% | -5.2% |
| 3M | -0.3% | +28.0% | -28.2% | -3.3% |
| 6M | +5.2% | +54.1% | -48.9% | -0.8% |
| YTD | +5.7% | +57.1% | -51.4% | -0.8% |
| 1Y | +10.2% | +45.8% | -35.6% | +4.3% |
| 3Y | +63.4% | +157.6% | -94.1% | +42.0% |
| All | +137.2% | +152.0% | -14.7% | +100.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling