+244.1%
AG vs LTH
+240.3%
+3.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.8% |
| 7D | +10.8% | +7.0% | +3.8% | +8.9% |
| 30D | -8.2% | +15.4% | -23.6% | -11.7% |
| 3M | -13.7% | +7.0% | -20.7% | -15.5% |
| 6M | -27.3% | +46.9% | -74.1% | -35.4% |
| YTD | -4.6% | +76.4% | -81.0% | -19.8% |
| 1Y | +39.4% | +83.7% | -44.4% | +16.0% |
| 3Y | +244.1% | +248.9% | -4.8% | +124.6% |
| All | +244.1% | +240.3% | +3.8% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling