+605.8%
AU vs LTH
+155.4%
+450.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.9% |
| 7D | +0.6% | -4.0% | +4.7% | +1.2% |
| 30D | +12.3% | -1.7% | +14.0% | +12.4% |
| 3M | +29.4% | +28.0% | +1.4% | +24.5% |
| 6M | +3.2% | +54.1% | -50.8% | -3.0% |
| YTD | +31.8% | +57.1% | -25.3% | +23.3% |
| 1Y | +83.4% | +45.8% | +37.6% | +73.1% |
| All | +605.8% | +155.4% | +450.4% | +474.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling