+384.0%
AMD vs LTH
+186.2%
+197.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.6% | +14.1% | +14.5% |
| 7D | +6.5% | +6.4% | +0.1% | +4.1% |
| 30D | -15.3% | +16.7% | -32.0% | -20.0% |
| 3M | +9.7% | +11.7% | -2.0% | +4.9% |
| 6M | +13.2% | +48.5% | -35.3% | -3.6% |
| YTD | +140.6% | +78.4% | +62.2% | +91.5% |
| 1Y | +111.2% | +89.7% | +21.5% | +64.1% |
| 3Y | +334.4% | +245.6% | +88.8% | +163.4% |
| 5Y | +268.3% | +142.7% | +125.7% | +115.7% |
| All | +384.0% | +186.2% | +197.8% | +182.4% |
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