-98.9%
AMC vs LH
+190.8%
-289.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +5.0% |
| 7D | +2.3% | -2.5% | +4.8% | +3.5% |
| 30D | -0.7% | +4.3% | -5.1% | -2.6% |
| 3M | +35.2% | +25.5% | +9.7% | +20.9% |
| 6M | +124.6% | +17.0% | +107.6% | +107.4% |
| YTD | +69.9% | +31.3% | +38.6% | +47.9% |
| 1Y | -2.6% | +20.0% | -22.5% | -11.9% |
| 3Y | -79.8% | +63.9% | -143.6% | -84.5% |
| 5Y | -99.4% | +30.9% | -130.3% | -99.5% |
| All | -98.9% | +190.8% | -289.7% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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