+12.0%
AZO vs LTH
+153.7%
-141.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -2.9% | -3.7% | +0.8% | -2.6% |
| 30D | -5.3% | -5.3% | 0.0% | -4.9% |
| 3M | -7.3% | +24.2% | -31.5% | -9.0% |
| 6M | -22.7% | +54.8% | -77.5% | -25.9% |
| YTD | -15.0% | +56.1% | -71.1% | -18.7% |
| 1Y | -32.2% | +45.5% | -77.8% | -34.9% |
| All | +12.0% | +153.7% | -141.7% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling