-90.5%
AMIX vs LH
+49.3%
-139.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.4% | +10.4% | +11.1% |
| 7D | +1.2% | +4.6% | -3.4% | -0.9% |
| 30D | -45.3% | +19.1% | -64.5% | -49.6% |
| 3M | -83.1% | +16.7% | -99.8% | -84.3% |
| 6M | -76.9% | +47.0% | -123.9% | -77.5% |
| YTD | -85.3% | +49.3% | -134.6% | -83.4% |
| All | -90.5% | +49.3% | -139.8% | -90.5% |
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 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