+54.7%
AME vs LTH
+157.9%
-103.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +0.6% | -0.6% | +1.3% | +0.7% |
| 30D | -6.7% | -4.6% | -2.1% | -6.1% |
| 3M | +4.1% | +32.8% | -28.7% | -0.5% |
| 6M | +1.6% | +64.6% | -63.0% | -6.2% |
| YTD | +16.1% | +62.6% | -46.5% | +7.3% |
| 1Y | +27.3% | +49.9% | -22.6% | +18.8% |
| All | +54.7% | +157.9% | -103.2% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling