+48.4%
AIG vs LTH
+160.9%
-112.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -0.9% | -0.6% | -0.3% | -0.9% |
| 30D | -4.9% | -4.6% | -0.3% | -4.2% |
| 3M | +4.5% | +32.8% | -28.3% | -0.5% |
| 6M | -1.4% | +64.6% | -66.1% | -9.8% |
| YTD | -9.8% | +62.6% | -72.4% | -17.5% |
| 1Y | -4.5% | +49.9% | -54.5% | -11.6% |
| 3Y | +37.4% | +151.3% | -113.9% | +13.5% |
| All | +48.4% | +160.9% | -112.5% | +18.7% |
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