+92.1%
AMDL vs LTH
+233.7%
-141.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.5% | +2.0% |
| 7D | +5.4% | +6.4% | -1.0% | +0.7% |
| 30D | -36.6% | +16.7% | -53.4% | -43.2% |
| 3M | -1.0% | +11.7% | -12.7% | -9.5% |
| 6M | -12.1% | +48.5% | -60.6% | -38.0% |
| YTD | +215.1% | +78.4% | +136.7% | +98.1% |
| 1Y | +130.4% | +89.7% | +40.7% | +38.0% |
| All | +92.1% | +233.7% | -141.6% | -12.8% |
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 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