-17.0%
AMRZ vs LTH
+69.8%
-86.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.6% |
| 7D | +2.5% | +5.3% | -2.8% | +1.0% |
| 30D | +14.4% | +18.3% | -3.8% | +9.0% |
| 3M | -19.2% | +5.4% | -24.5% | -20.4% |
| 6M | -19.7% | +62.5% | -82.2% | -31.0% |
| YTD | -20.2% | +79.6% | -99.8% | -33.7% |
| 1Y | -15.1% | +88.1% | -103.2% | -30.1% |
| All | -17.0% | +69.8% | -86.8% | -29.8% |
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 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