+723.6%
LH vs AMP
+2,108.3%
-1,384.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -0.8% | +2.6% | -3.4% | -1.5% |
| 30D | +2.0% | +0.8% | +1.2% | +1.7% |
| 3M | +24.3% | +24.3% | 0.0% | +17.2% |
| 6M | +21.1% | +20.6% | +0.5% | +15.0% |
| YTD | +30.4% | +14.6% | +15.8% | +25.1% |
| 1Y | +18.4% | +14.5% | +3.8% | +13.3% |
| 3Y | +65.5% | +67.9% | -2.5% | +41.3% |
| 5Y | +29.9% | +122.5% | -92.6% | +1.5% |
| 10Y | +186.6% | +573.3% | -386.7% | +64.8% |
| All | +723.6% | +2,108.3% | -1,384.7% | +256.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling