+301.8%
AMD vs LTH
+268.4%
+33.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.3% | +12.4% | +11.4% |
| 7D | -11.0% | +4.5% | -15.5% | -12.2% |
| 30D | -30.5% | +16.3% | -46.8% | -33.6% |
| 3M | -8.2% | +8.4% | -16.6% | -10.7% |
| 6M | +6.6% | +40.3% | -33.7% | -6.2% |
| YTD | +109.7% | +77.3% | +32.4% | +71.1% |
| 1Y | +88.9% | +88.0% | +1.0% | +51.2% |
| 3Y | +301.8% | +274.3% | +27.6% | +186.0% |
| All | +301.8% | +268.4% | +33.4% | +186.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling