+132.2%
AG vs LTH
+43.6%
+88.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.5% |
| 7D | -0.1% | -4.0% | +3.9% | +1.0% |
| 30D | +12.5% | -1.7% | +14.1% | +12.7% |
| 3M | +28.2% | +28.0% | +0.2% | +16.4% |
| 6M | -18.8% | +54.1% | -72.9% | -29.7% |
| YTD | +27.4% | +57.1% | -29.7% | +10.0% |
| 1Y | +132.2% | +45.8% | +86.4% | +146.4% |
| All | +132.2% | +43.6% | +88.6% | +146.4% |
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