-12.3%
AMRZ vs LH
+44.2%
-56.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.9% | +1.3% | +3.9% |
| 7D | +10.3% | +2.1% | +8.2% | +9.5% |
| 30D | +18.7% | +19.2% | -0.5% | +11.7% |
| 3M | -14.6% | +18.0% | -32.7% | -19.5% |
| 6M | -12.9% | +46.1% | -59.0% | -25.2% |
| YTD | -17.4% | +47.7% | -65.0% | -27.5% |
| 1Y | -12.3% | +47.2% | -59.5% | -23.1% |
| All | -12.3% | +44.2% | -56.5% | -23.1% |
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