+23.2%
AME vs LH
+41.7%
-18.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +8.1% | +2.5% | +5.6% | +7.6% |
| 30D | -3.8% | +18.7% | -22.5% | -7.2% |
| 3M | -6.6% | +15.3% | -22.0% | -9.4% |
| 6M | +4.6% | +45.4% | -40.8% | -5.9% |
| YTD | +17.9% | +49.5% | -31.6% | +4.9% |
| 1Y | +23.2% | +41.4% | -18.2% | +13.4% |
| All | +23.2% | +41.7% | -18.4% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling