+143.5%
LTH vs AMBA
-58.8%
+202.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -0.6% | -11.0% | +10.3% | +2.1% |
| 30D | -4.6% | -23.2% | +18.6% | +1.2% |
| 3M | +32.8% | -12.7% | +45.5% | +32.4% |
| 6M | +64.6% | +11.2% | +53.4% | +51.2% |
| YTD | +62.6% | -11.2% | +73.9% | +57.2% |
| 1Y | +49.9% | -22.5% | +72.5% | +47.0% |
| 3Y | +151.3% | -1.3% | +152.7% | +110.6% |
| All | +143.5% | -58.8% | +202.3% | +144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling