+89.0%
AG vs LTH
+156.3%
-67.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.7% |
| 7D | +4.5% | +1.5% | +3.0% | +4.2% |
| 30D | +12.9% | -3.1% | +15.9% | +13.4% |
| 3M | +20.9% | +28.1% | -7.2% | +14.9% |
| 6M | -19.5% | +67.4% | -86.9% | -27.3% |
| YTD | +24.8% | +59.8% | -35.0% | +13.7% |
| 1Y | +120.2% | +45.6% | +74.6% | +103.6% |
| 3Y | +279.0% | +162.0% | +117.0% | +214.4% |
| All | +89.0% | +156.3% | -67.3% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling