+416.2%
AGI vs LTH
+160.9%
+255.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | +18.2% | -4.6% | +22.8% | +18.9% |
| 3M | -4.1% | +32.8% | -36.9% | -8.2% |
| 6M | -28.7% | +64.6% | -93.3% | -33.8% |
| YTD | -4.0% | +62.6% | -66.6% | -10.7% |
| 1Y | +17.4% | +49.9% | -32.5% | +10.1% |
| 3Y | +203.0% | +151.3% | +51.7% | +158.7% |
| All | +416.2% | +160.9% | +255.3% | +306.7% |
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 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