+117.1%
AMAT vs LTH
+155.3%
-38.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.8% | -14.3% | -13.8% |
| 7D | -24.3% | +5.3% | -29.6% | -25.5% |
| 30D | -39.8% | +18.3% | -58.0% | -42.7% |
| 3M | -40.2% | +5.4% | -45.6% | -41.3% |
| 6M | -22.1% | +62.5% | -84.6% | -33.2% |
| YTD | +24.7% | +79.6% | -55.0% | +3.1% |
| 1Y | +33.3% | +88.1% | -54.9% | +8.6% |
| 3Y | +133.9% | +272.5% | -138.6% | +50.2% |
| 5Y | +117.1% | +146.1% | -29.1% | +36.8% |
| All | +117.1% | +155.3% | -38.3% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling