+135.2%
LTH vs AMP
+115.3%
+19.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.1% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | -1.7% | -1.0% | -0.7% | -1.0% |
| 3M | +28.0% | +23.2% | +4.7% | +10.6% |
| 6M | +54.1% | +20.4% | +33.7% | +34.8% |
| YTD | +57.1% | +13.6% | +43.4% | +41.5% |
| 1Y | +45.8% | +13.4% | +32.4% | +31.2% |
| 3Y | +157.6% | +66.5% | +91.1% | +64.9% |
| All | +135.2% | +115.3% | +19.9% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling