+95.8%
AXP vs LTH
+184.4%
-88.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | +0.6% | +4.5% | -3.9% | -0.5% |
| 30D | +5.8% | +16.3% | -10.5% | +1.9% |
| 3M | -6.0% | +8.4% | -14.4% | -8.1% |
| 6M | +0.3% | +40.3% | -40.0% | -8.3% |
| YTD | -12.3% | +77.3% | -89.5% | -24.8% |
| 1Y | -11.2% | +88.0% | -99.2% | -25.1% |
| 3Y | +117.0% | +274.3% | -157.2% | +53.7% |
| 5Y | +93.2% | +142.9% | -49.7% | +36.5% |
| All | +95.8% | +184.4% | -88.5% | +40.8% |
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