+96.1%
AME vs LTH
+183.0%
-86.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.3% |
| 7D | -1.5% | +7.0% | -8.5% | -2.6% |
| 30D | -4.2% | +15.4% | -19.6% | -6.4% |
| 3M | -5.9% | +7.0% | -13.0% | -7.1% |
| 6M | +2.8% | +46.9% | -44.0% | -3.6% |
| YTD | +16.6% | +76.4% | -59.8% | +5.9% |
| 1Y | +22.1% | +83.7% | -61.6% | +10.2% |
| 3Y | +64.7% | +248.9% | -184.2% | +33.4% |
| 5Y | +76.6% | +141.8% | -65.2% | +40.8% |
| All | +96.1% | +183.0% | -86.9% | +57.3% |
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