+27.5%
AG vs LTH
+174.8%
-147.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.2% | -1.1% | -4.5% |
| 7D | -6.0% | -4.6% | -1.4% | -5.2% |
| 30D | -14.3% | +14.8% | -29.2% | -16.5% |
| 3M | -26.9% | +3.9% | -30.9% | -27.6% |
| 6M | -42.1% | +35.5% | -77.6% | -45.6% |
| YTD | -15.9% | +71.3% | -87.2% | -24.5% |
| 1Y | +11.5% | +75.7% | -64.2% | -0.3% |
| 3Y | +208.0% | +231.9% | -23.9% | +146.5% |
| 5Y | +2.4% | +130.5% | -128.0% | -21.1% |
| All | +27.5% | +174.8% | -147.4% | -5.2% |
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 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