+6.7%
AKAM vs LTH
+152.0%
-145.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.2% |
| 7D | +5.4% | -4.0% | +9.4% | +6.2% |
| 30D | -5.9% | -1.7% | -4.2% | -5.7% |
| 3M | -19.6% | +28.0% | -47.6% | -24.0% |
| 6M | +8.5% | +54.1% | -45.6% | -1.6% |
| YTD | +26.9% | +57.1% | -30.1% | +14.3% |
| 1Y | +41.7% | +45.8% | -4.1% | +29.3% |
| 3Y | +5.8% | +157.6% | -151.8% | -13.6% |
| All | +6.7% | +152.0% | -145.2% | -17.2% |
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