+6,370.3%
AMD vs LH
+254.4%
+6,116.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.9% | +10.1% | +10.6% |
| 7D | -11.0% | +1.4% | -12.5% | -11.5% |
| 30D | -30.5% | +17.5% | -48.0% | -35.5% |
| 3M | -8.2% | +16.1% | -24.3% | -14.7% |
| 6M | +6.6% | +43.4% | -36.8% | -11.5% |
| YTD | +109.7% | +47.2% | +62.5% | +70.5% |
| 1Y | +88.9% | +50.1% | +38.8% | +51.7% |
| 3Y | +301.8% | +81.2% | +220.7% | +183.1% |
| 5Y | +229.4% | +63.7% | +165.6% | +142.5% |
| All | +6,370.3% | +254.4% | +6,116.0% | +3,720.5% |
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