+196.6%
AMD vs LTH
+155.3%
+41.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.8% | -18.0% | -17.5% |
| 7D | -28.6% | +5.3% | -33.9% | -29.9% |
| 30D | -37.7% | +18.3% | -56.0% | -41.5% |
| 3M | -16.1% | +5.4% | -21.5% | -18.2% |
| 6M | +13.8% | +62.5% | -48.7% | -6.1% |
| YTD | +88.8% | +79.6% | +9.2% | +49.5% |
| 1Y | +57.8% | +88.1% | -30.4% | +22.5% |
| 3Y | +260.3% | +272.5% | -12.2% | +110.0% |
| 5Y | +196.6% | +146.1% | +50.5% | +72.8% |
| All | +196.6% | +155.3% | +41.3% | +72.8% |
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