+199.0%
AMD vs LH
+62.5%
+136.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.9% | +10.1% | +10.7% |
| 7D | -11.0% | +1.4% | -12.5% | -11.4% |
| 30D | -30.5% | +17.5% | -48.0% | -34.6% |
| 3M | -8.2% | +16.1% | -24.3% | -13.5% |
| 6M | +6.6% | +43.4% | -36.8% | -8.8% |
| YTD | +109.7% | +47.2% | +62.5% | +75.8% |
| 1Y | +88.9% | +50.1% | +38.8% | +56.3% |
| 3Y | +301.8% | +81.2% | +220.7% | +187.7% |
| All | +199.0% | +62.5% | +136.5% | +119.6% |
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