+87.1%
AMDL vs LTH
+230.0%
-142.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | -0.5% | +27.3% | +27.1% |
| 7D | +10.3% | +7.0% | +3.3% | +5.0% |
| 30D | -38.3% | +15.4% | -53.7% | -44.3% |
| 3M | -8.7% | +7.0% | -15.8% | -14.1% |
| 6M | -14.4% | +46.9% | -61.2% | -39.2% |
| YTD | +206.9% | +76.4% | +130.5% | +94.2% |
| 1Y | +144.4% | +83.7% | +60.7% | +49.3% |
| All | +87.1% | +230.0% | -142.9% | -14.5% |
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