+10,088.2%
AMD vs LH
+1,382.1%
+8,706.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +5.0% |
| 7D | +2.6% | -2.5% | +5.0% | +3.2% |
| 30D | -0.9% | +4.3% | -5.3% | -2.0% |
| 3M | -8.7% | +25.5% | -34.2% | -14.0% |
| 6M | +136.3% | +17.0% | +119.4% | +126.4% |
| YTD | +123.0% | +31.3% | +91.7% | +107.4% |
| 1Y | +195.2% | +20.0% | +175.2% | +179.6% |
| 3Y | +336.3% | +63.9% | +272.5% | +281.1% |
| 5Y | +334.5% | +30.9% | +303.6% | +300.1% |
| 10Y | +6,259.1% | +191.4% | +6,067.7% | +4,755.5% |
| All | +10,088.2% | +1,382.1% | +8,706.1% | +5,122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling