+11.6%
AON vs LTH
+156.3%
-144.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.0% |
| 7D | -3.2% | +1.5% | -4.8% | -3.4% |
| 30D | -11.9% | -3.1% | -8.8% | -11.5% |
| 3M | -2.9% | +28.1% | -31.0% | -5.8% |
| 6M | -6.8% | +67.4% | -74.2% | -13.3% |
| YTD | -10.1% | +59.8% | -69.9% | -15.9% |
| 1Y | -14.2% | +45.6% | -59.8% | -18.8% |
| 3Y | -3.3% | +162.0% | -165.3% | -16.8% |
| All | +11.6% | +156.3% | -144.7% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling