+47.6%
AMDL vs LTH
+231.6%
-184.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -1.3% | +23.6% | +23.1% |
| 7D | -26.2% | +4.5% | -30.7% | -28.4% |
| 30D | -57.1% | +16.3% | -73.4% | -61.5% |
| 3M | -29.8% | +8.4% | -38.2% | -34.5% |
| 6M | -22.2% | +40.3% | -62.5% | -42.6% |
| YTD | +142.1% | +77.3% | +64.8% | +52.9% |
| 1Y | +85.8% | +88.0% | -2.1% | +11.8% |
| All | +47.6% | +231.6% | -184.0% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling