-11.1%
AXP vs LTH
+85.5%
-96.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -0.6% | +6.4% | -7.0% | -2.0% |
| 30D | +5.0% | +16.7% | -11.8% | +1.2% |
| 3M | -4.2% | +11.7% | -15.9% | -6.8% |
| 6M | +2.9% | +48.5% | -45.6% | -7.3% |
| YTD | -11.6% | +78.4% | -90.0% | -25.8% |
| 1Y | -11.1% | +89.7% | -100.8% | -28.1% |
| All | -11.1% | +85.5% | -96.6% | -28.1% |
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