-99.9%
AMIX vs LTH
+239.4%
-339.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.7% | +8.7% |
| 7D | +11.4% | +6.4% | +5.1% | +10.6% |
| 30D | -40.5% | +16.7% | -57.3% | -41.8% |
| 3M | -80.1% | +11.7% | -91.8% | -80.4% |
| 6M | -74.8% | +48.5% | -123.3% | -75.6% |
| YTD | -84.0% | +78.4% | -162.4% | -84.7% |
| 1Y | -89.7% | +89.7% | -179.4% | -90.2% |
| All | -99.9% | +239.4% | -339.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling