+26.7%
AME vs LTH
+45.2%
-18.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.2% | +3.2% |
| 7D | +1.7% | -4.0% | +5.7% | +2.6% |
| 30D | -6.4% | -5.3% | -1.1% | -5.4% |
| 3M | +7.1% | +19.0% | -11.9% | +3.0% |
| 6M | +8.2% | +55.8% | -47.6% | -1.9% |
| YTD | +18.2% | +56.1% | -38.0% | +6.8% |
| 1Y | +26.7% | +41.3% | -14.5% | +19.9% |
| All | +26.7% | +45.2% | -18.4% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling