-15.0%
AMRZ vs LTH
+90.2%
-105.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -5.5% | +0.3% | -5.7% | -5.6% |
| 30D | +15.6% | +17.7% | -2.1% | +9.6% |
| 3M | -12.1% | +8.5% | -20.6% | -14.4% |
| 6M | -19.4% | +46.9% | -66.4% | -30.0% |
| YTD | -21.9% | +78.8% | -100.6% | -38.4% |
| 1Y | -15.0% | +84.9% | -99.9% | -34.3% |
| All | -15.0% | +90.2% | -105.2% | -34.3% |
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