+295.8%
AMD vs LH
+54.4%
+241.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.8% | +5.9% |
| 7D | +44.7% | +2.5% | +42.3% | +43.5% |
| 30D | -3.3% | +18.7% | -22.1% | -9.5% |
| 3M | +21.2% | +15.3% | +5.9% | +14.5% |
| 6M | +30.6% | +45.4% | -14.8% | +11.1% |
| YTD | +173.3% | +49.5% | +123.8% | +127.2% |
| 1Y | +126.1% | +41.4% | +84.7% | +93.0% |
| 3Y | +393.5% | +87.6% | +305.9% | +244.7% |
| 5Y | +295.8% | +53.8% | +242.0% | +192.7% |
| All | +295.8% | +54.4% | +241.4% | +192.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling