+337.5%
AMD vs LH
+31.5%
+306.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +5.2% |
| 7D | +2.6% | -2.5% | +5.0% | +3.6% |
| 30D | -0.9% | +4.3% | -5.3% | -2.8% |
| 3M | -8.7% | +25.5% | -34.2% | -17.8% |
| 6M | +136.3% | +17.0% | +119.4% | +119.6% |
| YTD | +123.0% | +31.3% | +91.7% | +95.1% |
| 1Y | +195.2% | +20.0% | +175.2% | +167.8% |
| 3Y | +336.3% | +63.9% | +272.5% | +222.2% |
| All | +337.5% | +31.5% | +306.1% | +243.5% |
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 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