+165.5%
LTH vs AMBA
-61.6%
+227.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.1% | -7.4% | -2.7% |
| 7D | +4.5% | -7.2% | +11.7% | +6.0% |
| 30D | +16.3% | -10.4% | +26.7% | +18.6% |
| 3M | +8.4% | -30.1% | +38.5% | +16.5% |
| 6M | +40.3% | -22.4% | +62.7% | +40.6% |
| YTD | +77.3% | -17.3% | +94.6% | +72.6% |
| 1Y | +88.0% | -35.4% | +123.3% | +93.5% |
| 3Y | +274.3% | +18.6% | +255.6% | +189.3% |
| 5Y | +142.9% | -69.8% | +212.7% | +153.7% |
| All | +165.5% | -61.6% | +227.1% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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