+1,444.4%
AMT vs LH
+9,299.0%
-7,854.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +1.6% | +4.8% | -3.1% | +0.1% |
| 30D | +4.5% | +18.8% | -14.4% | -1.4% |
| 3M | +13.8% | +15.7% | -1.9% | +8.2% |
| 6M | +10.0% | +46.7% | -36.6% | -3.3% |
| YTD | +11.8% | +48.9% | -37.2% | -2.6% |
| 1Y | +10.2% | +43.5% | -33.2% | -2.8% |
| 3Y | +15.1% | +86.9% | -71.8% | -7.9% |
| 5Y | -18.8% | +60.4% | -79.2% | -32.1% |
| 10Y | +133.7% | +260.7% | -127.0% | +45.6% |
| All | +1,444.4% | +9,299.0% | -7,854.6% | +323.4% |
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