+299.9%
AGI vs LTH
+180.7%
+119.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -0.8% |
| 7D | -10.1% | -1.3% | -8.8% | -10.0% |
| 30D | -6.5% | +15.7% | -22.2% | -8.5% |
| 3M | -12.8% | +5.0% | -17.8% | -13.5% |
| 6M | -34.3% | +37.7% | -72.0% | -37.5% |
| YTD | -25.6% | +75.0% | -100.6% | -31.6% |
| 1Y | -14.2% | +82.6% | -96.9% | -21.6% |
| 3Y | +127.3% | +241.3% | -114.0% | +87.2% |
| 5Y | +241.8% | +135.4% | +106.3% | +176.3% |
| All | +299.9% | +180.7% | +119.1% | +211.5% |
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