+34.6%
AG vs LTH
+186.8%
-152.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.0% | +0.3% | -4.3% | -4.1% |
| 30D | -13.1% | +17.7% | -30.8% | -15.7% |
| 3M | -22.0% | +8.5% | -30.5% | -23.4% |
| 6M | -37.3% | +46.9% | -84.2% | -42.0% |
| YTD | -11.2% | +78.8% | -90.0% | -20.9% |
| 1Y | +23.9% | +84.9% | -61.0% | +9.8% |
| 3Y | +225.1% | +246.4% | -21.2% | +158.1% |
| 5Y | +7.7% | +129.6% | -121.8% | -16.7% |
| All | +34.6% | +186.8% | -152.2% | -0.7% |
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