+70.9%
AZO vs LTH
+150.5%
-79.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -4.0% | +0.4% | -3.2% |
| 30D | -5.6% | -5.3% | -0.3% | -5.1% |
| 3M | -6.6% | +19.0% | -25.7% | -8.2% |
| 6M | -22.5% | +55.8% | -78.3% | -26.1% |
| YTD | -15.2% | +56.1% | -71.3% | -19.2% |
| 1Y | -33.9% | +41.3% | -75.2% | -36.5% |
| 3Y | +11.8% | +156.6% | -144.8% | -0.5% |
| All | +70.9% | +150.5% | -79.6% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling