+102.5%
AMDL vs LTH
+227.4%
-124.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +2.2% | -19.7% | -18.8% |
| 7D | +37.2% | -1.3% | +38.5% | +37.3% |
| 30D | -24.0% | +15.7% | -39.7% | -31.9% |
| 3M | -1.0% | +5.0% | -6.0% | -6.2% |
| 6M | -3.2% | +37.7% | -40.9% | -28.0% |
| YTD | +232.2% | +75.0% | +157.2% | +109.9% |
| 1Y | +137.7% | +82.6% | +55.1% | +45.0% |
| All | +102.5% | +227.4% | -124.9% | -7.6% |
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