+134.9%
AS vs LTH
+251.6%
-116.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | +6.9% | +4.5% | +2.5% | +5.4% |
| 30D | +16.0% | +16.3% | -0.3% | +10.4% |
| 3M | -12.8% | +8.4% | -21.2% | -15.4% |
| 6M | -15.4% | +40.3% | -55.7% | -25.1% |
| YTD | -15.7% | +77.3% | -93.0% | -31.4% |
| 1Y | +6.1% | +88.0% | -81.9% | -15.5% |
| All | +134.9% | +251.6% | -116.8% | +89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling