+171.2%
AMAT vs LTH
+184.4%
-13.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.6% |
| 7D | -14.7% | +4.5% | -19.2% | -15.9% |
| 30D | -36.1% | +16.3% | -52.4% | -38.9% |
| 3M | -36.9% | +8.4% | -45.2% | -38.6% |
| 6M | -22.2% | +40.3% | -62.5% | -30.2% |
| YTD | +29.9% | +77.3% | -47.3% | +8.1% |
| 1Y | +43.3% | +88.0% | -44.7% | +17.0% |
| 3Y | +142.7% | +274.3% | -131.6% | +56.3% |
| 5Y | +126.2% | +142.9% | -16.7% | +42.1% |
| All | +171.2% | +184.4% | -13.2% | +68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling