-20.2%
AMRZ vs LH
+43.9%
-64.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -2.1% | +1.1% | -3.2% | -2.3% |
| 30D | +13.0% | +16.7% | -3.8% | +8.7% |
| 3M | -12.1% | +15.1% | -27.2% | -15.1% |
| 6M | -19.1% | +46.3% | -65.5% | -26.9% |
| YTD | -23.3% | +48.8% | -72.0% | -29.8% |
| 1Y | -16.6% | +39.7% | -56.3% | -23.2% |
| All | -20.2% | +43.9% | -64.1% | -26.4% |
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