-17.2%
AMRZ vs LTH
+77.7%
-94.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.2% | -0.6% |
| 7D | -4.0% | -4.6% | +0.6% | -2.6% |
| 30D | +12.4% | +14.8% | -2.4% | +7.4% |
| 3M | -11.5% | +3.9% | -15.4% | -12.7% |
| 6M | -21.6% | +35.5% | -57.1% | -29.9% |
| YTD | -23.4% | +71.3% | -94.7% | -38.8% |
| 1Y | -17.2% | +75.7% | -92.9% | -34.8% |
| All | -17.2% | +77.7% | -94.8% | -34.8% |
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