+1,433.3%
AMT vs LH
+9,323.1%
-7,889.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | +0.4% | +4.6% | -4.2% | -1.1% |
| 30D | +3.7% | +19.1% | -15.4% | -2.2% |
| 3M | +10.7% | +16.7% | -6.0% | +5.0% |
| 6M | +9.3% | +47.0% | -37.8% | -4.1% |
| YTD | +10.9% | +49.3% | -38.4% | -3.4% |
| 1Y | +10.5% | +48.6% | -38.1% | -3.6% |
| 3Y | +15.5% | +87.8% | -72.3% | -7.7% |
| 5Y | -20.6% | +65.0% | -85.6% | -34.2% |
| 10Y | +124.5% | +275.0% | -150.4% | +38.2% |
| All | +1,433.3% | +9,323.1% | -7,889.8% | +320.0% |
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 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