+66.4%
AFL vs LTH
+249.2%
-182.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +1.4% | +0.3% | +1.2% | +1.4% |
| 30D | +9.7% | +17.7% | -8.0% | +7.6% |
| 3M | +5.5% | +8.5% | -3.0% | +4.4% |
| 6M | +11.2% | +46.9% | -35.7% | +6.3% |
| YTD | +17.1% | +78.8% | -61.7% | +8.6% |
| 1Y | +14.0% | +84.9% | -70.9% | +5.3% |
| All | +66.4% | +249.2% | -182.8% | +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