+8,164.6%
AMD vs LH
+263.2%
+7,901.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +7.0% | +7.1% |
| 7D | +13.1% | +1.2% | +11.9% | +12.7% |
| 30D | -7.0% | +18.0% | -24.9% | -13.9% |
| 3M | +16.6% | +15.7% | +0.9% | +8.5% |
| 6M | +20.5% | +46.6% | -26.1% | -1.1% |
| YTD | +158.2% | +49.5% | +108.7% | +108.0% |
| 1Y | +132.8% | +40.2% | +92.6% | +93.6% |
| 3Y | +366.2% | +87.6% | +278.6% | +221.0% |
| 5Y | +278.7% | +59.3% | +219.4% | +182.0% |
| 10Y | +8,164.6% | +266.1% | +7,898.5% | +3,913.5% |
| All | +8,164.6% | +263.2% | +7,901.4% | +3,913.5% |
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 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