-99.3%
AMC vs LH
+62.5%
-161.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.4% |
| 7D | +2.6% | +1.4% | +1.2% | +1.8% |
| 30D | +9.0% | +17.5% | -8.5% | -1.8% |
| 3M | +22.2% | +16.1% | +6.1% | +11.0% |
| 6M | +91.5% | +43.4% | +48.1% | +49.4% |
| YTD | +101.3% | +47.2% | +54.1% | +52.8% |
| 1Y | +20.8% | +50.1% | -29.4% | -9.8% |
| 3Y | -71.3% | +81.2% | -152.5% | -82.7% |
| All | -99.3% | +62.5% | -161.8% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling