+97.3%
AME vs LTH
+186.8%
-89.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -4.1% | +17.7% | -21.8% | -6.6% |
| 3M | -6.3% | +8.5% | -14.8% | -7.7% |
| 6M | +3.5% | +46.9% | -43.4% | -2.9% |
| YTD | +17.3% | +78.8% | -61.5% | +6.3% |
| 1Y | +22.0% | +84.9% | -62.9% | +10.0% |
| 3Y | +62.0% | +246.4% | -184.3% | +31.3% |
| 5Y | +78.5% | +129.6% | -51.1% | +41.3% |
| All | +97.3% | +186.8% | -89.5% | +57.9% |
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