+348.6%
AMD vs LTH
+160.9%
+187.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.6% |
| 7D | +2.6% | -0.6% | +3.2% | +2.7% |
| 30D | -0.9% | -4.6% | +3.7% | +0.6% |
| 3M | -8.7% | +32.8% | -41.5% | -18.6% |
| 6M | +136.3% | +64.6% | +71.7% | +94.9% |
| YTD | +123.0% | +62.6% | +60.4% | +84.3% |
| 1Y | +195.2% | +49.9% | +145.2% | +149.1% |
| 3Y | +336.3% | +151.3% | +185.0% | +197.6% |
| All | +348.6% | +160.9% | +187.7% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling