+14.6%
AMCR vs LH
+183.3%
-168.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.1% |
| 7D | -6.3% | -4.7% | -1.6% | -4.6% |
| 30D | -7.8% | -3.5% | -4.3% | -6.6% |
| 3M | +7.5% | +17.7% | -10.2% | +1.0% |
| 6M | +2.7% | +15.8% | -13.1% | -2.9% |
| YTD | +6.0% | +25.1% | -19.1% | -2.7% |
| 1Y | +7.8% | +12.5% | -4.7% | +2.6% |
| 3Y | +5.8% | +59.8% | -54.0% | -12.7% |
| 5Y | -11.6% | +27.1% | -38.7% | -22.0% |
| All | +14.6% | +183.3% | -168.6% | -24.1% |
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