+42.7%
AMC vs LTH
+76.0%
-33.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.8% | -0.9% |
| 7D | +8.4% | -4.6% | +13.1% | +10.2% |
| 30D | +9.2% | +14.8% | -5.7% | +4.0% |
| 3M | +32.0% | +3.9% | +28.1% | +30.4% |
| 6M | +149.3% | +35.5% | +113.8% | +122.2% |
| YTD | +114.1% | +71.3% | +42.8% | +70.8% |
| All | +42.7% | +76.0% | -33.2% | +11.0% |
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