+146.1%
LTH vs AMBA
-72.1%
+218.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.4% | +10.2% | +2.9% |
| 7D | +5.3% | -14.6% | +19.9% | +9.0% |
| 30D | +18.3% | -18.8% | +37.0% | +23.4% |
| 3M | +5.4% | -32.6% | +38.0% | +14.3% |
| 6M | +62.5% | -25.8% | +88.3% | +64.6% |
| YTD | +79.6% | -22.1% | +101.8% | +77.4% |
| 1Y | +88.1% | -36.2% | +124.4% | +93.7% |
| 3Y | +272.5% | +10.0% | +262.5% | +192.9% |
| 5Y | +146.1% | -71.6% | +217.7% | +157.3% |
| All | +146.1% | -72.1% | +218.2% | +157.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling