-6.4%
AMCR vs LTH
+152.0%
-158.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.4% |
| 7D | -6.3% | -4.0% | -2.3% | -5.6% |
| 30D | -7.1% | -1.7% | -5.5% | -6.9% |
| 3M | +12.7% | +28.0% | -15.3% | +8.1% |
| 6M | +5.2% | +54.1% | -48.9% | -2.3% |
| YTD | +8.1% | +57.1% | -49.0% | 0.0% |
| 1Y | +11.7% | +45.8% | -34.0% | +4.4% |
| 3Y | +9.9% | +157.6% | -147.6% | -8.0% |
| All | -6.4% | +152.0% | -158.4% | -25.7% |
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 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