-16.5%
AKAM vs LTH
+186.8%
-203.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.5% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | -14.7% | +17.7% | -32.4% | -17.4% |
| 3M | -25.7% | +8.5% | -34.2% | -27.0% |
| 6M | -43.4% | +46.9% | -90.3% | -48.0% |
| YTD | -0.7% | +78.8% | -79.4% | -12.8% |
| 1Y | -4.3% | +84.9% | -89.2% | -16.7% |
| 3Y | -21.7% | +246.4% | -268.1% | -39.2% |
| 5Y | -20.7% | +129.6% | -150.3% | -41.6% |
| All | -16.5% | +186.8% | -203.2% | -36.9% |
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