-16.6%
AKAM vs LTH
+174.8%
-191.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.0% | +0.7% |
| 7D | +11.2% | -4.6% | +15.8% | +12.2% |
| 30D | -13.4% | +14.8% | -28.2% | -15.7% |
| 3M | -29.5% | +3.9% | -33.4% | -30.2% |
| 6M | -42.1% | +35.5% | -77.6% | -46.0% |
| YTD | -0.8% | +71.3% | -72.1% | -12.2% |
| 1Y | -3.9% | +75.7% | -79.6% | -15.5% |
| 3Y | -21.9% | +231.9% | -253.8% | -38.8% |
| 5Y | -22.4% | +130.5% | -152.8% | -41.9% |
| All | -16.6% | +174.8% | -191.4% | -36.4% |
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