-14.2%
AGI vs LTH
+79.8%
-94.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -1.0% |
| 7D | -10.1% | -1.3% | -8.8% | -9.8% |
| 30D | -6.5% | +15.7% | -22.2% | -9.9% |
| 3M | -12.8% | +5.0% | -17.8% | -13.8% |
| 6M | -34.3% | +37.7% | -72.0% | -41.1% |
| YTD | -25.6% | +75.0% | -100.6% | -38.3% |
| 1Y | -14.2% | +82.6% | -96.9% | -30.3% |
| All | -14.2% | +79.8% | -94.0% | -30.3% |
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