+137.8%
LTH vs ACM
+1.1%
+136.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.9% |
| 7D | -1.3% | +5.6% | -6.9% | -3.9% |
| 30D | +15.7% | +20.8% | -5.2% | +5.6% |
| 3M | +5.0% | +11.4% | -6.4% | -0.9% |
| 6M | +37.7% | +0.9% | +36.7% | +34.4% |
| YTD | +75.0% | -24.8% | +99.8% | +98.0% |
| 1Y | +82.6% | -46.4% | +129.1% | +156.0% |
| 3Y | +241.3% | -9.2% | +250.5% | +205.0% |
| All | +137.8% | +1.1% | +136.8% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling