+113.7%
AMGN vs LTH
+150.3%
-36.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.2% |
| 7D | -13.9% | -3.7% | -10.1% | -13.6% |
| 30D | -7.1% | -5.3% | -1.8% | -6.7% |
| 3M | +13.9% | +24.2% | -10.3% | +11.9% |
| 6M | +3.2% | +54.8% | -51.6% | -0.5% |
| YTD | +19.2% | +56.1% | -36.8% | +14.7% |
| 1Y | +41.1% | +45.5% | -4.4% | +36.4% |
| 3Y | +61.3% | +155.9% | -94.6% | +48.1% |
| All | +113.7% | +150.3% | -36.6% | +90.8% |
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