+30.7%
AMCR vs LH
+44.2%
-13.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.9% | -0.6% | +1.5% |
| 7D | +6.2% | +2.1% | +4.1% | +5.2% |
| 30D | +16.0% | +19.2% | -3.1% | +6.5% |
| 3M | +4.4% | +18.0% | -13.6% | -4.0% |
| 6M | +35.5% | +46.1% | -10.6% | +9.9% |
| YTD | +21.5% | +47.7% | -26.2% | +0.2% |
| 1Y | +30.7% | +47.2% | -16.5% | +8.2% |
| All | +30.7% | +44.2% | -13.5% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling