+8,520.0%
AMD vs LH
+263.7%
+8,256.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.8% | +5.8% |
| 7D | +44.7% | +2.5% | +42.3% | +43.2% |
| 30D | -3.3% | +18.7% | -22.1% | -10.8% |
| 3M | +21.2% | +15.3% | +5.9% | +12.9% |
| 6M | +30.6% | +45.4% | -14.8% | +7.6% |
| YTD | +173.3% | +49.5% | +123.8% | +120.1% |
| 1Y | +126.1% | +41.4% | +84.7% | +87.2% |
| 3Y | +393.5% | +87.6% | +305.9% | +239.7% |
| 5Y | +295.8% | +53.8% | +242.0% | +200.5% |
| All | +8,520.0% | +263.7% | +8,256.4% | +4,125.0% |
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