+154.9%
AMGN vs LTH
+145.7%
+9.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +0.9% | +6.4% | -5.5% | +0.3% |
| 30D | +12.1% | +16.7% | -4.6% | +10.6% |
| 3M | +12.2% | +11.7% | +0.5% | +11.0% |
| 6M | +42.1% | +48.5% | -6.4% | +37.4% |
| YTD | +45.0% | +78.4% | -33.4% | +37.8% |
| 1Y | +47.7% | +89.7% | -42.0% | +39.7% |
| 3Y | +90.4% | +245.6% | -155.2% | +70.9% |
| 5Y | +154.9% | +142.7% | +12.3% | +126.6% |
| All | +154.9% | +145.7% | +9.2% | +126.6% |
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