+18.1%
AON vs LTH
+174.8%
-156.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.2% | -0.4% |
| 7D | -3.2% | -4.6% | +1.4% | -2.6% |
| 30D | +21.7% | +14.8% | +6.9% | +19.5% |
| 3M | -5.1% | +3.9% | -9.1% | -5.7% |
| 6M | +5.9% | +35.5% | -29.6% | +1.8% |
| YTD | -4.8% | +71.3% | -76.1% | -11.8% |
| 1Y | -4.1% | +75.7% | -79.7% | -11.5% |
| 3Y | +2.0% | +231.9% | -229.9% | -14.8% |
| 5Y | +15.2% | +130.5% | -115.3% | -6.6% |
| All | +18.1% | +174.8% | -156.7% | -3.8% |
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 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