+117.8%
AMDL vs LH
+59.6%
+58.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.6% | +12.3% | +11.8% |
| 7D | +19.9% | -0.8% | +20.8% | +20.1% |
| 30D | +6.3% | +2.0% | +4.3% | +5.4% |
| 3M | -9.9% | +24.3% | -34.1% | -16.7% |
| 6M | +394.3% | +21.1% | +373.3% | +360.6% |
| YTD | +257.3% | +30.4% | +226.9% | +217.5% |
| 1Y | +508.5% | +18.4% | +490.2% | +466.0% |
| All | +117.8% | +59.6% | +58.2% | +68.3% |
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