+96.6%
AMCR vs LH
+366.7%
-270.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -1.8% | -0.8% | -1.0% | -1.6% |
| 30D | -6.0% | +2.0% | -8.0% | -6.6% |
| 3M | +18.9% | +24.3% | -5.3% | +11.1% |
| 6M | +5.7% | +21.1% | -15.4% | -0.4% |
| YTD | +11.1% | +30.4% | -19.4% | +2.3% |
| 1Y | +12.7% | +18.4% | -5.7% | +6.6% |
| 3Y | +9.6% | +65.5% | -55.9% | -7.0% |
| 5Y | -10.3% | +29.9% | -40.2% | -19.6% |
| 10Y | +16.5% | +186.6% | -170.2% | -15.7% |
| All | +96.6% | +366.7% | -270.1% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling