+216.8%
AGI vs LTH
+155.4%
+61.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | +2.2% | -4.0% | +6.2% | +2.9% |
| 30D | +11.3% | -1.7% | +12.9% | +11.5% |
| 3M | +5.6% | +28.0% | -22.3% | +1.1% |
| 6M | -27.7% | +54.1% | -81.7% | -32.7% |
| YTD | -4.1% | +57.1% | -61.2% | -11.1% |
| 1Y | +13.8% | +45.8% | -32.0% | +6.5% |
| All | +216.8% | +155.4% | +61.4% | +156.4% |
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 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