+386.7%
LH vs AMBA
+772.6%
-385.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.2% | +0.3% |
| 7D | +1.4% | -7.2% | +8.7% | +2.1% |
| 30D | +17.5% | -10.4% | +27.9% | +18.5% |
| 3M | +16.1% | -30.1% | +46.2% | +19.7% |
| 6M | +43.4% | -22.4% | +65.8% | +43.8% |
| YTD | +47.2% | -17.3% | +64.5% | +45.8% |
| 1Y | +50.1% | -35.4% | +85.5% | +52.2% |
| 3Y | +81.2% | +18.6% | +62.5% | +65.6% |
| 5Y | +63.7% | -69.8% | +133.5% | +65.7% |
| 10Y | +269.2% | +1.1% | +268.1% | +206.3% |
| All | +386.7% | +772.6% | -385.9% | +223.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling