+59.3%
AMAT vs LTH
+85.5%
-26.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -2.5% | +6.4% | -8.9% | -3.7% |
| 30D | -26.5% | +16.7% | -43.3% | -28.9% |
| 3M | -28.6% | +11.7% | -40.3% | -30.3% |
| 6M | -14.2% | +48.5% | -62.8% | -24.5% |
| YTD | +45.5% | +78.4% | -32.9% | +19.6% |
| 1Y | +59.3% | +89.7% | -30.3% | +29.0% |
| All | +59.3% | +85.5% | -26.2% | +29.0% |
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