+179.2%
LH vs AMP
+589.3%
-410.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | -4.7% | -0.5% | -4.2% | -4.5% |
| 30D | -3.5% | -1.3% | -2.2% | -3.1% |
| 3M | +17.7% | +24.2% | -6.5% | +8.1% |
| 6M | +15.8% | +24.6% | -8.8% | +6.0% |
| YTD | +25.1% | +14.8% | +10.3% | +17.5% |
| 1Y | +12.5% | +12.8% | -0.3% | +6.1% |
| 3Y | +59.8% | +69.0% | -9.2% | +24.6% |
| 5Y | +27.1% | +124.9% | -97.8% | -14.6% |
| All | +179.2% | +589.3% | -410.1% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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