-2.0%
AMCR vs LTH
+160.9%
-162.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -1.9% | -0.6% | -1.2% | -1.8% |
| 30D | -4.1% | -4.6% | +0.5% | -3.4% |
| 3M | +21.7% | +32.8% | -11.1% | +16.0% |
| 6M | +1.5% | +64.6% | -63.1% | -6.7% |
| YTD | +13.1% | +62.6% | -49.5% | +4.0% |
| 1Y | +16.5% | +49.9% | -33.4% | +8.3% |
| 3Y | +10.3% | +151.3% | -141.1% | -7.4% |
| All | -2.0% | +160.9% | -162.9% | -22.7% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling