+462.8%
AU vs LTH
+180.7%
+282.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.6% | -1.7% |
| 7D | -7.2% | -1.3% | -5.9% | -7.1% |
| 30D | -2.9% | +15.7% | -18.5% | -4.4% |
| 3M | -8.7% | +5.0% | -13.7% | -9.2% |
| 6M | -14.1% | +37.7% | -51.8% | -17.4% |
| YTD | +4.8% | +75.0% | -70.2% | -2.0% |
| 1Y | +11.9% | +82.6% | -70.8% | +4.3% |
| 3Y | +513.8% | +241.3% | +272.5% | +426.7% |
| 5Y | +379.3% | +135.4% | +243.8% | +284.8% |
| All | +462.8% | +180.7% | +282.1% | +343.2% |
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