+165.5%
LTH vs ACM
+9.6%
+155.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.5% | +5.4% | -0.9% | +1.9% |
| 30D | +16.3% | +15.1% | +1.2% | +8.8% |
| 3M | +8.4% | -10.5% | +18.8% | +13.2% |
| 6M | +40.3% | -19.7% | +60.0% | +53.8% |
| YTD | +77.3% | -28.8% | +106.1% | +105.7% |
| 1Y | +88.0% | -47.9% | +135.8% | +164.0% |
| 3Y | +274.3% | -12.4% | +286.6% | +240.2% |
| 5Y | +142.9% | +0.6% | +142.3% | +92.3% |
| All | +165.5% | +9.6% | +155.9% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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