+188.9%
AMAT vs LTH
+54.1%
+134.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | -14.8% | -4.6% | -10.2% | -14.0% |
| 3M | -9.3% | +32.8% | -42.1% | -17.4% |
| 6M | +27.4% | +64.6% | -37.2% | +9.4% |
| YTD | +77.6% | +62.6% | +14.9% | +52.2% |
| 1Y | +188.9% | +49.9% | +139.0% | +186.3% |
| All | +188.9% | +54.1% | +134.8% | +186.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling