+89.6%
AXP vs LTH
+142.9%
-53.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | +0.6% | +4.5% | -3.9% | -0.6% |
| 30D | +5.8% | +16.3% | -10.5% | +1.8% |
| 3M | -6.0% | +8.4% | -14.4% | -8.1% |
| 6M | +0.3% | +40.3% | -40.0% | -8.5% |
| YTD | -12.3% | +77.3% | -89.5% | -25.1% |
| 1Y | -11.2% | +88.0% | -99.2% | -25.4% |
| 3Y | +117.0% | +274.3% | -157.2% | +52.0% |
| All | +89.6% | +142.9% | -53.3% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling