-98.7%
AMC vs LH
+259.5%
-358.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.4% | +6.8% | +7.6% |
| 7D | +6.6% | +4.6% | +2.0% | +4.6% |
| 30D | +14.1% | +19.1% | -5.0% | +5.1% |
| 3M | +31.3% | +16.7% | +14.5% | +22.2% |
| 6M | +126.7% | +47.0% | +79.6% | +87.5% |
| YTD | +117.9% | +49.3% | +68.6% | +78.2% |
| 1Y | +41.1% | +48.6% | -7.5% | +15.6% |
| 3Y | -61.0% | +87.8% | -148.8% | -72.1% |
| 5Y | -99.1% | +65.0% | -164.2% | -99.4% |
| 10Y | -98.7% | +275.0% | -373.7% | -99.4% |
| All | -98.7% | +259.5% | -358.1% | -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