+260.7%
LH vs AMBA
+4.3%
+256.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | +4.8% | -2.6% | +7.4% | +5.0% |
| 30D | +18.8% | -10.5% | +29.3% | +20.0% |
| 3M | +15.7% | -26.4% | +42.1% | +19.0% |
| 6M | +46.7% | -20.9% | +67.6% | +46.8% |
| YTD | +48.9% | -14.8% | +63.7% | +46.8% |
| 1Y | +43.5% | -36.1% | +79.5% | +45.8% |
| 3Y | +86.9% | +20.2% | +66.7% | +68.0% |
| 5Y | +60.4% | -67.2% | +127.6% | +61.3% |
| 10Y | +260.7% | +5.0% | +255.8% | +175.3% |
| All | +260.7% | +4.3% | +256.4% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling