-11.1%
AXP vs LTH
+79.8%
-90.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.3% |
| 7D | -0.1% | -1.3% | +1.2% | +0.1% |
| 30D | +4.4% | +15.7% | -11.2% | +0.9% |
| 3M | -6.4% | +5.0% | -11.4% | -7.6% |
| 6M | +4.2% | +37.7% | -33.5% | -4.2% |
| YTD | -12.4% | +75.0% | -87.4% | -26.0% |
| 1Y | -11.1% | +82.6% | -93.8% | -26.9% |
| All | -11.1% | +79.8% | -90.9% | -26.9% |
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