-6.6%
AON vs LTH
+155.4%
-161.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.3% |
| 7D | -7.9% | -4.0% | -3.9% | -7.5% |
| 30D | -14.6% | -1.7% | -13.0% | -14.5% |
| 3M | -7.9% | +28.0% | -35.9% | -9.9% |
| 6M | -8.0% | +54.1% | -62.1% | -12.0% |
| YTD | -13.2% | +57.1% | -70.3% | -17.3% |
| 1Y | -16.4% | +45.8% | -62.2% | -19.8% |
| All | -6.6% | +155.4% | -161.9% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling