+8.0%
AGI vs LTH
+45.0%
-36.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -5.3% | -3.7% | -1.5% | -4.6% |
| 30D | +6.8% | -5.3% | +12.1% | +7.6% |
| 3M | +8.3% | +24.2% | -15.9% | +2.9% |
| 6M | -29.2% | +54.8% | -84.1% | -34.8% |
| YTD | -7.3% | +56.1% | -63.3% | -13.7% |
| 1Y | +8.0% | +45.5% | -37.5% | +7.4% |
| All | +8.0% | +45.0% | -36.9% | +7.4% |
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