-11.6%
AMCR vs LH
+27.0%
-38.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.2% |
| 7D | -6.3% | -4.7% | -1.6% | -4.5% |
| 30D | -7.8% | -3.5% | -4.3% | -6.5% |
| 3M | +7.5% | +17.7% | -10.2% | +0.6% |
| 6M | +2.7% | +15.8% | -13.1% | -3.2% |
| YTD | +6.0% | +25.1% | -19.1% | -3.0% |
| 1Y | +7.8% | +12.5% | -4.7% | +2.2% |
| 3Y | +5.8% | +59.8% | -54.0% | -13.6% |
| All | -11.6% | +27.0% | -38.6% | -25.2% |
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 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