-99.9%
AMIX vs LTH
+226.0%
-325.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -4.2% | -4.3% | -7.9% |
| 7D | -10.9% | -4.6% | -6.2% | -10.3% |
| 30D | -55.0% | +14.8% | -69.8% | -55.8% |
| 3M | -82.0% | +3.9% | -85.9% | -82.1% |
| 6M | -80.4% | +35.5% | -115.9% | -80.9% |
| YTD | -88.3% | +71.3% | -159.6% | -88.7% |
| 1Y | -92.4% | +75.7% | -168.1% | -92.7% |
| All | -99.9% | +226.0% | -325.9% | -99.9% |
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