-16.5%
AMT vs LTH
+183.0%
-199.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.4% | +7.0% | -6.6% | -0.6% |
| 30D | +3.7% | +15.4% | -11.7% | +1.5% |
| 3M | +10.7% | +7.0% | +3.7% | +9.4% |
| 6M | +9.3% | +46.9% | -37.6% | +2.6% |
| YTD | +10.9% | +76.4% | -65.5% | +0.6% |
| 1Y | +10.5% | +83.7% | -73.2% | -0.5% |
| 3Y | +15.5% | +248.9% | -233.3% | -10.6% |
| 5Y | -20.6% | +141.8% | -162.4% | -40.6% |
| All | -16.5% | +183.0% | -199.4% | -37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling