+143.5%
LTH vs AMP
+118.7%
+24.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.9% |
| 7D | -0.6% | +0.2% | -0.9% | -0.8% |
| 30D | -4.6% | -0.1% | -4.5% | -4.6% |
| 3M | +32.8% | +23.6% | +9.3% | +14.5% |
| 6M | +64.6% | +20.4% | +44.3% | +44.1% |
| YTD | +62.6% | +15.4% | +47.2% | +45.0% |
| 1Y | +49.9% | +11.0% | +39.0% | +37.1% |
| 3Y | +151.3% | +70.5% | +80.9% | +58.2% |
| All | +143.5% | +118.7% | +24.9% | +34.7% |
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