+98.4%
AXP vs LTH
+160.9%
-62.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.1% | -0.6% | -1.5% | -2.0% |
| 30D | -6.5% | -4.6% | -2.0% | -5.5% |
| 3M | +4.6% | +32.8% | -28.2% | -2.8% |
| 6M | +5.4% | +64.6% | -59.2% | -7.8% |
| YTD | -11.1% | +62.6% | -73.8% | -22.1% |
| 1Y | -0.3% | +49.9% | -50.3% | -11.0% |
| 3Y | +111.6% | +151.3% | -39.8% | +64.2% |
| All | +98.4% | +160.9% | -62.5% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling