-11.2%
AXP vs LTH
+84.4%
-95.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.1% |
| 3M | -6.0% | +8.4% | -14.4% | -7.9% |
| 6M | +0.3% | +40.3% | -40.0% | -8.3% |
| YTD | -12.3% | +77.3% | -89.5% | -26.2% |
| 1Y | -11.2% | +88.0% | -99.2% | -27.9% |
| All | -11.2% | +84.4% | -95.7% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling