+120.4%
AS vs LTH
+222.6%
-102.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | -4.9% | -0.6% | -4.3% | -4.8% |
| 30D | -19.6% | -4.6% | -15.0% | -18.5% |
| 3M | -14.4% | +32.8% | -47.2% | -22.6% |
| 6M | -20.1% | +64.6% | -84.7% | -33.4% |
| YTD | -20.9% | +62.6% | -83.6% | -33.7% |
| 1Y | -21.9% | +49.9% | -71.8% | -33.0% |
| All | +120.4% | +222.6% | -102.2% | +83.3% |
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