-32.3%
AMT vs LH
+31.3%
-63.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.2% |
| 7D | -0.2% | -0.8% | +0.7% | +0.2% |
| 30D | +1.8% | +2.0% | -0.2% | +0.9% |
| 3M | -6.2% | +24.3% | -30.4% | -14.9% |
| 6M | -5.0% | +21.1% | -26.0% | -13.1% |
| YTD | +2.1% | +30.4% | -28.4% | -10.0% |
| 1Y | -5.7% | +18.4% | -24.1% | -13.3% |
| 3Y | +7.9% | +65.5% | -57.5% | -17.9% |
| 5Y | -32.3% | +29.9% | -62.2% | -44.1% |
| All | -32.3% | +31.3% | -63.6% | -44.1% |
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