-91.1%
AMIX vs LH
+41.3%
-132.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | -9.9% | +1.1% | -10.9% | -10.4% |
| 30D | -52.8% | +16.7% | -69.5% | -56.2% |
| 3M | -80.0% | +15.1% | -95.1% | -81.4% |
| 6M | -80.2% | +46.3% | -126.6% | -81.0% |
| YTD | -88.1% | +48.8% | -136.9% | -86.5% |
| 1Y | -91.1% | +39.7% | -130.8% | -92.7% |
| All | -91.1% | +41.3% | -132.4% | -92.7% |
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 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