+95.4%
AME vs LTH
+156.3%
-60.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | +2.8% | +1.5% | +1.3% | +2.5% |
| 30D | -6.3% | -3.1% | -3.2% | -5.8% |
| 3M | +5.4% | +28.1% | -22.7% | +1.2% |
| 6M | +7.4% | +67.4% | -60.0% | -1.3% |
| YTD | +16.2% | +59.8% | -43.6% | +7.3% |
| 1Y | +26.8% | +45.6% | -18.8% | +18.7% |
| 3Y | +57.5% | +162.0% | -104.5% | +33.0% |
| All | +95.4% | +156.3% | -60.9% | +59.4% |
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