-12.6%
AMRZ vs LH
+48.9%
-61.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +0.2% | +4.8% | -4.6% | -1.4% |
| 30D | +16.2% | +18.8% | -2.6% | +9.2% |
| 3M | -8.9% | +15.7% | -24.6% | -13.5% |
| 6M | -20.1% | +46.7% | -66.8% | -32.2% |
| YTD | -21.3% | +48.9% | -70.2% | -32.2% |
| 1Y | -12.6% | +43.5% | -56.1% | -22.6% |
| All | -12.6% | +48.9% | -61.6% | -22.6% |
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