-99.2%
AMC vs LH
+54.7%
-154.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.4% |
| 7D | +3.5% | +1.1% | +2.4% | +2.9% |
| 30D | +12.5% | +16.7% | -4.3% | +1.6% |
| 3M | +23.6% | +15.1% | +8.5% | +12.8% |
| 6M | +144.4% | +46.3% | +98.0% | +87.2% |
| YTD | +108.3% | +48.8% | +59.6% | +56.2% |
| 1Y | +38.9% | +39.7% | -0.8% | +9.2% |
| 3Y | -58.9% | +87.0% | -145.9% | -76.3% |
| All | -99.2% | +54.7% | -154.0% | -99.5% |
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