+47.6%
AMDL vs LH
+80.1%
-32.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +0.9% | +21.4% | +22.0% |
| 7D | -26.2% | +1.4% | -27.6% | -26.3% |
| 30D | -57.1% | +17.5% | -74.6% | -58.7% |
| 3M | -29.8% | +16.1% | -45.9% | -32.6% |
| 6M | -22.2% | +43.4% | -65.6% | -31.1% |
| YTD | +142.1% | +47.2% | +94.9% | +109.0% |
| 1Y | +85.8% | +50.1% | +35.7% | +57.6% |
| All | +47.6% | +80.1% | -32.5% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling