+133.7%
AS vs LTH
+256.3%
-122.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.0% | -2.5% |
| 7D | +7.1% | +5.3% | +1.8% | +5.3% |
| 30D | +12.8% | +18.3% | -5.4% | +6.9% |
| 3M | -14.7% | +5.4% | -20.1% | -16.4% |
| 6M | -9.9% | +62.5% | -72.5% | -24.3% |
| YTD | -16.1% | +79.6% | -95.8% | -32.0% |
| 1Y | +0.2% | +88.1% | -88.0% | -20.2% |
| All | +133.7% | +256.3% | -122.6% | +88.0% |
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