+83.6%
AG vs LTH
+150.3%
-66.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.2% | -4.7% |
| 7D | -5.8% | -3.7% | -2.1% | -5.1% |
| 30D | +6.4% | -5.3% | +11.7% | +7.4% |
| 3M | +28.4% | +24.2% | +4.2% | +22.7% |
| 6M | -24.5% | +54.8% | -79.3% | -30.8% |
| YTD | +21.2% | +56.1% | -34.9% | +10.8% |
| 1Y | +114.1% | +45.5% | +68.6% | +97.9% |
| 3Y | +268.0% | +155.9% | +112.2% | +206.6% |
| All | +83.6% | +150.3% | -66.8% | +39.1% |
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