-99.2%
AMC vs LTH
+184.4%
-283.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.6% |
| 7D | +2.6% | +4.5% | -1.9% | +0.3% |
| 30D | +9.0% | +16.3% | -7.3% | +0.8% |
| 3M | +22.2% | +8.4% | +13.8% | +16.4% |
| 6M | +91.5% | +40.3% | +51.2% | +59.1% |
| YTD | +101.3% | +77.3% | +24.0% | +46.6% |
| 1Y | +20.8% | +88.0% | -67.2% | -14.9% |
| 3Y | -71.3% | +274.3% | -345.6% | -87.8% |
| 5Y | -99.2% | +142.9% | -242.1% | -99.7% |
| All | -99.2% | +184.4% | -283.5% | -99.6% |
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