+64.0%
AFL vs LTH
+159.1%
-95.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.6% |
| 7D | -0.7% | +1.5% | -2.3% | -0.9% |
| 30D | -7.1% | -3.1% | -4.1% | -6.8% |
| 3M | +0.4% | +28.1% | -27.7% | -2.3% |
| 6M | +4.5% | +67.4% | -62.9% | -1.9% |
| YTD | +6.1% | +59.8% | -53.7% | 0.0% |
| 1Y | +10.6% | +45.6% | -35.0% | +5.3% |
| 3Y | +64.0% | +162.0% | -98.0% | +48.2% |
| All | +64.0% | +159.1% | -95.1% | +48.2% |
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