+1,311.4%
AMT vs LH
+8,184.2%
-6,872.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -0.2% | -2.5% | +2.2% | +0.6% |
| 30D | +4.6% | +4.3% | +0.3% | +3.2% |
| 3M | -8.4% | +25.5% | -34.0% | -15.2% |
| 6M | -6.0% | +17.0% | -23.0% | -11.1% |
| YTD | +2.1% | +31.3% | -29.1% | -7.0% |
| 1Y | -6.4% | +20.0% | -26.4% | -12.4% |
| 3Y | +8.1% | +63.9% | -55.8% | -9.5% |
| 5Y | -31.9% | +30.9% | -62.8% | -39.2% |
| 10Y | +97.1% | +191.4% | -94.3% | +31.5% |
| All | +1,311.4% | +8,184.2% | -6,872.8% | +304.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling