+85.2%
AME vs LH
+28.2%
+57.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.3% |
| 7D | +1.3% | -3.2% | +4.5% | +2.4% |
| 30D | -6.6% | +0.1% | -6.7% | -6.7% |
| 3M | +3.0% | +18.6% | -15.7% | -2.9% |
| 6M | +5.3% | +17.9% | -12.6% | -0.6% |
| YTD | +15.4% | +28.9% | -13.5% | +5.7% |
| 1Y | +26.8% | +16.6% | +10.2% | +19.8% |
| 3Y | +56.5% | +63.6% | -7.0% | +29.5% |
| 5Y | +85.2% | +30.0% | +55.2% | +62.5% |
| All | +85.2% | +28.2% | +57.0% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling