-99.1%
AMC vs LTH
+142.3%
-241.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.8% | +8.5% |
| 7D | +6.6% | +7.0% | -0.4% | +3.0% |
| 30D | +14.1% | +15.4% | -1.3% | +5.7% |
| 3M | +31.3% | +7.0% | +24.2% | +25.7% |
| 6M | +126.7% | +46.9% | +79.8% | +82.9% |
| YTD | +117.9% | +76.4% | +41.5% | +58.0% |
| 1Y | +41.1% | +83.7% | -42.7% | -0.2% |
| 3Y | -61.0% | +248.9% | -309.8% | -83.0% |
| 5Y | -99.1% | +141.8% | -241.0% | -99.6% |
| All | -99.1% | +142.3% | -241.5% | -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 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