-14.7%
AMRZ vs LH
+49.6%
-64.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | +1.2% | +1.4% | -0.2% | +0.7% |
| 30D | +15.1% | +17.5% | -2.4% | +9.0% |
| 3M | -18.1% | +16.1% | -34.1% | -22.1% |
| 6M | -23.5% | +43.4% | -66.8% | -33.6% |
| YTD | -21.6% | +47.2% | -68.8% | -30.6% |
| 1Y | -14.7% | +50.1% | -64.9% | -24.1% |
| All | -14.7% | +49.6% | -64.3% | -24.1% |
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