+16.7%
AON vs LTH
+143.1%
-126.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -2.4% | +0.3% | -2.6% | -2.4% |
| 30D | +22.8% | +17.7% | +5.1% | +20.1% |
| 3M | -5.3% | +8.5% | -13.8% | -6.4% |
| 6M | +8.4% | +46.9% | -38.6% | +2.9% |
| YTD | -3.9% | +78.8% | -82.7% | -11.6% |
| 1Y | -3.1% | +84.9% | -88.0% | -11.3% |
| 3Y | +3.0% | +246.4% | -243.4% | -14.9% |
| 5Y | +16.7% | +129.6% | -112.9% | -5.9% |
| All | +16.7% | +143.1% | -126.4% | -5.9% |
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