+1.4%
AKAM vs LTH
+160.9%
-159.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -2.1% | -0.6% | -1.5% | -2.0% |
| 30D | -13.9% | -4.6% | -9.4% | -13.3% |
| 3M | -33.8% | +32.8% | -66.6% | -37.8% |
| 6M | +2.2% | +64.6% | -62.4% | -8.5% |
| YTD | +20.6% | +62.6% | -42.0% | +7.9% |
| 1Y | +36.3% | +49.9% | -13.6% | +23.8% |
| 3Y | -0.1% | +151.3% | -151.5% | -18.1% |
| All | +1.4% | +160.9% | -159.5% | -21.8% |
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