+398.0%
AGI vs LTH
+150.3%
+247.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.3% |
| 7D | -5.4% | -3.7% | -1.6% | -4.9% |
| 30D | +6.6% | -5.3% | +12.0% | +7.4% |
| 3M | +8.2% | +24.2% | -16.0% | +4.6% |
| 6M | -29.3% | +54.8% | -84.1% | -33.8% |
| YTD | -7.4% | +56.1% | -63.4% | -13.4% |
| 1Y | +7.9% | +45.5% | -37.6% | +1.6% |
| 3Y | +206.2% | +155.9% | +50.3% | +160.9% |
| All | +398.0% | +150.3% | +247.7% | +294.7% |
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