-99.9%
AMIX vs LH
+68.4%
-168.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -16.0% | +1.4% | -17.5% | -16.2% |
| 30D | -55.4% | +17.5% | -72.9% | -56.7% |
| 3M | -87.5% | +16.1% | -103.6% | -87.9% |
| 6M | -81.2% | +43.4% | -124.6% | -81.6% |
| YTD | -86.8% | +47.2% | -134.0% | -87.0% |
| 1Y | -91.6% | +50.1% | -141.7% | -91.8% |
| All | -99.9% | +68.4% | -168.3% | -99.9% |
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