+132.8%
AMD vs LH
+43.1%
+89.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +7.0% | +7.3% |
| 7D | +13.1% | +1.2% | +11.9% | +13.1% |
| 30D | -7.0% | +18.0% | -24.9% | -4.3% |
| 3M | +16.6% | +15.7% | +0.9% | +19.3% |
| 6M | +20.5% | +46.6% | -26.1% | +30.0% |
| YTD | +158.2% | +49.5% | +108.7% | +184.8% |
| 1Y | +132.8% | +40.2% | +92.6% | +146.7% |
| All | +132.8% | +43.1% | +89.7% | +146.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling