+61.4%
AME vs LH
+87.4%
-26.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +1.1% | +1.2% | -0.1% | +0.8% |
| 30D | -4.1% | +18.0% | -22.1% | -7.9% |
| 3M | -6.3% | +15.7% | -22.0% | -9.7% |
| 6M | +3.5% | +46.6% | -43.1% | -6.5% |
| YTD | +17.3% | +49.5% | -32.2% | +5.4% |
| 1Y | +22.0% | +40.2% | -18.2% | +11.5% |
| All | +61.4% | +87.4% | -26.0% | +33.7% |
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