-99.9%
AMIX vs LH
+70.4%
-170.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +8.9% |
| 7D | +11.4% | +4.8% | +6.7% | +10.4% |
| 30D | -40.5% | +18.8% | -59.3% | -42.4% |
| 3M | -80.1% | +15.7% | -95.8% | -80.6% |
| 6M | -74.8% | +46.7% | -121.5% | -75.4% |
| YTD | -84.0% | +48.9% | -132.9% | -84.2% |
| 1Y | -89.7% | +43.5% | -133.2% | -89.9% |
| All | -99.9% | +70.4% | -170.3% | -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 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