+19,387.3%
AME vs LH
+1,579.7%
+17,807.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +5.9% | +1.1% | +4.8% | +5.7% |
| 30D | -1.9% | +16.7% | -18.7% | -4.3% |
| 3M | -5.4% | +15.1% | -20.5% | -7.6% |
| 6M | +4.9% | +46.3% | -41.4% | -1.3% |
| YTD | +18.5% | +48.8% | -30.3% | +11.1% |
| 1Y | +25.5% | +39.7% | -14.2% | +18.8% |
| 3Y | +63.0% | +87.0% | -24.0% | +46.8% |
| 5Y | +78.3% | +53.0% | +25.3% | +64.8% |
| 10Y | +447.1% | +264.3% | +182.8% | +346.6% |
| All | +19,387.3% | +1,579.7% | +17,807.5% | +13,694.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling