+19.9%
AON vs LTH
+180.7%
-160.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.2% |
| 7D | +1.0% | -1.3% | +2.3% | +1.2% |
| 30D | +23.2% | +15.7% | +7.5% | +20.8% |
| 3M | -5.0% | +5.0% | -10.0% | -5.7% |
| 6M | +9.3% | +37.7% | -28.3% | +4.9% |
| YTD | -3.4% | +75.0% | -78.4% | -10.8% |
| 1Y | -2.9% | +82.6% | -85.5% | -10.8% |
| 3Y | +3.6% | +241.3% | -237.7% | -13.8% |
| 5Y | +16.9% | +135.4% | -118.6% | -5.5% |
| All | +19.9% | +180.7% | -160.9% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling