+222.0%
AMAT vs LTH
+186.8%
+35.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.8% | +6.0% |
| 7D | +7.0% | +0.3% | +6.7% | +6.8% |
| 30D | -20.6% | +17.7% | -38.3% | -24.4% |
| 3M | -24.8% | +8.5% | -33.2% | -26.8% |
| 6M | -10.7% | +46.9% | -57.7% | -21.0% |
| YTD | +54.3% | +78.8% | -24.5% | +28.0% |
| 1Y | +73.7% | +84.9% | -11.2% | +42.6% |
| 3Y | +168.4% | +246.4% | -77.9% | +77.4% |
| 5Y | +167.6% | +129.6% | +38.0% | +68.9% |
| All | +222.0% | +186.8% | +35.2% | +99.9% |
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