-18.5%
AMRZ vs LTH
+67.6%
-86.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | +1.2% | +4.5% | -3.3% | -0.1% |
| 30D | +15.1% | +16.3% | -1.3% | +10.2% |
| 3M | -18.1% | +8.4% | -26.4% | -20.0% |
| 6M | -23.5% | +40.3% | -63.7% | -31.0% |
| YTD | -21.6% | +77.3% | -98.9% | -34.6% |
| 1Y | -14.7% | +88.0% | -102.7% | -29.7% |
| All | -18.5% | +67.6% | -86.0% | -30.8% |
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