+11.9%
AG vs LTH
+79.8%
-67.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -3.1% |
| 7D | -10.0% | -1.3% | -8.7% | -9.6% |
| 30D | -10.5% | +15.7% | -26.2% | -14.5% |
| 3M | -27.3% | +5.0% | -32.2% | -28.3% |
| 6M | -43.0% | +37.7% | -80.7% | -50.5% |
| YTD | -17.9% | +75.0% | -92.9% | -36.4% |
| 1Y | +11.9% | +82.6% | -70.7% | -16.3% |
| All | +11.9% | +79.8% | -67.8% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling