+164.2%
LTH vs ACM
+15.3%
+148.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | -2.9% |
| 7D | +7.0% | +6.9% | +0.1% | +3.6% |
| 30D | +15.4% | +19.1% | -3.6% | +6.2% |
| 3M | +7.0% | -6.9% | +14.0% | +9.8% |
| 6M | +46.9% | -12.0% | +58.9% | +53.3% |
| YTD | +76.4% | -25.1% | +101.5% | +99.7% |
| 1Y | +83.7% | -45.4% | +129.1% | +152.6% |
| 3Y | +248.9% | -6.9% | +255.8% | +207.1% |
| 5Y | +141.8% | +3.7% | +138.1% | +88.0% |
| All | +164.2% | +15.3% | +148.9% | +100.9% |
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