+105.4%
AMT vs LH
+185.6%
-80.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | +1.5% | -3.2% | +4.6% | +2.7% |
| 30D | +3.7% | +0.1% | +3.6% | +3.6% |
| 3M | -7.2% | +18.6% | -25.8% | -13.5% |
| 6M | -4.2% | +17.9% | -22.1% | -10.7% |
| YTD | +1.9% | +28.9% | -27.1% | -8.5% |
| 1Y | -6.4% | +16.6% | -23.0% | -12.7% |
| 3Y | +7.7% | +63.6% | -55.8% | -13.6% |
| 5Y | -30.9% | +30.0% | -60.9% | -40.3% |
| 10Y | +105.4% | +191.9% | -86.5% | +25.8% |
| All | +105.4% | +185.6% | -80.2% | +25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling