+14.2%
AON vs LTH
+160.9%
-146.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -9.1% | -0.6% | -8.4% | -9.0% |
| 30D | -10.2% | -4.6% | -5.7% | -9.7% |
| 3M | +0.5% | +32.8% | -32.3% | -3.0% |
| 6M | -4.8% | +64.6% | -69.5% | -11.2% |
| YTD | -8.0% | +62.6% | -70.6% | -14.1% |
| 1Y | -13.1% | +49.9% | -63.0% | -18.0% |
| 3Y | -1.3% | +151.3% | -152.6% | -14.6% |
| All | +14.2% | +160.9% | -146.7% | -6.3% |
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 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