-33.9%
AZO vs LTH
+45.2%
-79.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -4.0% | +0.4% | -3.1% |
| 30D | -5.6% | -5.3% | -0.3% | -5.0% |
| 3M | -6.6% | +19.0% | -25.7% | -8.2% |
| 6M | -22.5% | +55.8% | -78.3% | -27.6% |
| YTD | -15.2% | +56.1% | -71.3% | -21.2% |
| 1Y | -33.9% | +41.3% | -75.2% | -38.4% |
| All | -33.9% | +45.2% | -79.1% | -38.4% |
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