+144.3%
AMGN vs LTH
+160.9%
-16.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +1.1% | -0.6% | +1.8% | +1.2% |
| 30D | +7.8% | -4.6% | +12.4% | +8.2% |
| 3M | +27.3% | +32.8% | -5.6% | +24.3% |
| 6M | +16.8% | +64.6% | -47.8% | +12.0% |
| YTD | +36.3% | +62.6% | -26.3% | +30.7% |
| 1Y | +60.4% | +49.9% | +10.5% | +54.6% |
| 3Y | +86.3% | +151.3% | -65.0% | +71.0% |
| All | +144.3% | +160.9% | -16.6% | +117.4% |
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 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