+8.8%
AON vs LTH
+150.3%
-141.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.1% |
| 7D | -5.9% | -3.7% | -2.1% | -5.4% |
| 30D | -13.7% | -5.3% | -8.3% | -13.0% |
| 3M | -8.3% | +24.2% | -32.5% | -10.7% |
| 6M | -3.6% | +54.8% | -58.5% | -9.3% |
| YTD | -12.4% | +56.1% | -68.4% | -17.7% |
| 1Y | -14.6% | +45.5% | -60.2% | -19.2% |
| 3Y | -5.7% | +155.9% | -161.6% | -18.7% |
| All | +8.8% | +150.3% | -141.6% | -10.3% |
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