+334.0%
LH vs AMBA
+837.3%
-503.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -2.5% | -11.0% | +8.5% | -1.3% |
| 30D | +4.3% | -23.2% | +27.5% | +7.0% |
| 3M | +25.5% | -12.7% | +38.2% | +25.5% |
| 6M | +17.0% | +11.2% | +5.8% | +13.1% |
| YTD | +31.3% | -11.2% | +42.5% | +29.6% |
| 1Y | +20.0% | -22.5% | +42.5% | +19.3% |
| 3Y | +63.9% | -1.3% | +65.2% | +53.5% |
| 5Y | +30.9% | -54.2% | +85.0% | +26.6% |
| 10Y | +191.4% | -6.1% | +197.5% | +143.5% |
| All | +334.0% | +837.3% | -503.2% | +187.0% |
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