+60.4%
LH vs AMBA
-70.4%
+130.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.2% | +0.4% |
| 7D | +1.4% | -7.2% | +8.7% | +2.0% |
| 30D | +17.5% | -10.4% | +27.9% | +18.3% |
| 3M | +16.1% | -30.1% | +46.2% | +19.0% |
| 6M | +43.4% | -22.4% | +65.8% | +43.7% |
| YTD | +47.2% | -17.3% | +64.5% | +45.8% |
| 1Y | +50.1% | -35.4% | +85.5% | +51.9% |
| 3Y | +81.2% | +18.6% | +62.5% | +65.4% |
| All | +60.4% | -70.4% | +130.8% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling