+234.1%
LTH vs ACM
-9.6%
+243.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | -4.6% | +5.1% | -9.7% | -5.9% |
| 30D | +14.8% | +18.7% | -3.8% | +9.6% |
| 3M | +3.9% | +15.5% | -11.5% | -0.4% |
| 6M | +35.5% | +1.2% | +34.3% | +33.8% |
| YTD | +71.3% | -25.2% | +96.6% | +87.0% |
| 1Y | +75.7% | -46.3% | +122.0% | +121.6% |
| All | +234.1% | -9.6% | +243.7% | +185.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling