+91.0%
AG vs LTH
+160.9%
-69.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | +1.0% | -0.6% | +1.7% | +1.1% |
| 30D | +19.2% | -4.6% | +23.8% | +20.1% |
| 3M | +6.2% | +32.8% | -26.7% | +0.2% |
| 6M | -26.7% | +64.6% | -91.3% | -33.6% |
| YTD | +26.1% | +62.6% | -36.5% | +14.5% |
| 1Y | +131.7% | +49.9% | +81.7% | +113.0% |
| 3Y | +255.3% | +151.3% | +104.0% | +196.4% |
| All | +91.0% | +160.9% | -69.9% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling