-40.8%
AMDL vs LTH
+5.6%
-46.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | +0.8% | -35.6% | -34.6% |
| 7D | -52.7% | +5.3% | -58.0% | -52.4% |
| 30D | -65.3% | +18.3% | -83.6% | -62.1% |
| 3M | -40.8% | +5.4% | -46.2% | -35.1% |
| All | -40.8% | +5.6% | -46.5% | -35.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling