+145.7%
AMDL vs LH
+82.9%
+62.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | 0.0% | +11.8% | +11.9% |
| 7D | +103.5% | +2.5% | +101.1% | +102.1% |
| 30D | -18.3% | +18.7% | -37.0% | -21.7% |
| 3M | +20.1% | +15.3% | +4.7% | +15.6% |
| 6M | +15.9% | +45.4% | -29.5% | +2.4% |
| YTD | +303.0% | +49.5% | +253.5% | +246.4% |
| 1Y | +164.0% | +41.4% | +122.6% | +133.7% |
| All | +145.7% | +82.9% | +62.7% | +83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling