-6.4%
AMT vs LH
+16.9%
-23.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +1.5% | -3.2% | +4.6% | +2.2% |
| 30D | +3.7% | +0.1% | +3.6% | +3.7% |
| 3M | -7.2% | +18.6% | -25.8% | -11.5% |
| 6M | -4.2% | +17.9% | -22.1% | -8.7% |
| YTD | +1.9% | +28.9% | -27.1% | -6.8% |
| 1Y | -6.4% | +16.6% | -23.0% | -10.8% |
| All | -6.4% | +16.9% | -23.3% | -10.8% |
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 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