-90.5%
AMIX vs LTH
+83.5%
-174.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.5% | +12.3% | +11.9% |
| 7D | +1.2% | +7.0% | -5.8% | +0.4% |
| 30D | -45.3% | +15.4% | -60.8% | -46.5% |
| 3M | -83.1% | +7.0% | -90.1% | -83.2% |
| 6M | -76.9% | +46.9% | -123.7% | -76.2% |
| YTD | -85.3% | +76.4% | -161.7% | -83.4% |
| All | -90.5% | +83.5% | -174.0% | -88.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling