+46.1%
AIG vs LTH
+152.0%
-105.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | -1.4% | -4.0% | +2.6% | -0.8% |
| 30D | -3.3% | -1.7% | -1.7% | -3.1% |
| 3M | +2.2% | +28.0% | -25.8% | -2.0% |
| 6M | -2.1% | +54.1% | -56.2% | -9.4% |
| YTD | -11.2% | +57.1% | -68.3% | -18.3% |
| 1Y | -2.1% | +45.8% | -47.9% | -8.9% |
| 3Y | +34.4% | +157.6% | -123.2% | +10.2% |
| All | +46.1% | +152.0% | -105.9% | +17.5% |
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 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