+95.4%
AME vs LTH
+160.9%
-65.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.0% |
| 3M | +4.1% | +32.8% | -28.7% | -0.6% |
| 6M | +1.6% | +64.6% | -63.0% | -6.5% |
| YTD | +16.1% | +62.6% | -46.5% | +7.0% |
| 1Y | +27.3% | +49.9% | -22.6% | +18.6% |
| 3Y | +50.9% | +151.3% | -100.5% | +28.3% |
| All | +95.4% | +160.9% | -65.5% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling