-17.7%
AKAM vs LTH
+180.7%
-198.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.7% |
| 7D | +2.8% | -1.3% | +4.1% | +3.0% |
| 30D | -6.9% | +15.7% | -22.5% | -9.5% |
| 3M | -31.8% | +5.0% | -36.8% | -32.6% |
| 6M | -47.0% | +37.7% | -84.7% | -50.7% |
| YTD | -2.1% | +75.0% | -77.1% | -13.8% |
| 1Y | -3.7% | +82.6% | -86.3% | -16.0% |
| 3Y | -23.0% | +241.3% | -264.4% | -40.0% |
| 5Y | -23.4% | +135.4% | -158.8% | -42.9% |
| All | -17.7% | +180.7% | -198.4% | -37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling