-20.6%
AMT vs LH
+63.0%
-83.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.5% |
| 7D | +0.4% | +4.6% | -4.2% | -1.4% |
| 30D | +3.7% | +19.1% | -15.4% | -3.7% |
| 3M | +10.7% | +16.7% | -6.0% | +3.5% |
| 6M | +9.3% | +47.0% | -37.8% | -7.9% |
| YTD | +10.9% | +49.3% | -38.4% | -7.8% |
| 1Y | +10.5% | +48.6% | -38.1% | -8.0% |
| 3Y | +15.5% | +87.8% | -72.3% | -17.0% |
| 5Y | -20.6% | +65.0% | -85.6% | -41.0% |
| All | -20.6% | +63.0% | -83.6% | -41.0% |
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