+71.1%
AZO vs LTH
+150.3%
-79.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.8% |
| 3M | -7.3% | +24.2% | -31.5% | -9.3% |
| 6M | -22.7% | +54.8% | -77.5% | -26.2% |
| YTD | -15.0% | +56.1% | -71.1% | -19.1% |
| 1Y | -32.2% | +45.5% | -77.8% | -35.1% |
| 3Y | +10.0% | +155.9% | -145.9% | -2.1% |
| All | +71.1% | +150.3% | -79.2% | +50.8% |
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