+167.7%
LTH vs AMP
+103.6%
+64.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.3% | -1.1% | +1.3% | +0.8% |
| 30D | +17.7% | +4.4% | +13.3% | +14.2% |
| 3M | +8.5% | -7.3% | +15.8% | +13.5% |
| 6M | +46.9% | +12.9% | +34.1% | +33.9% |
| YTD | +78.8% | +7.5% | +71.3% | +66.5% |
| 1Y | +84.9% | +13.3% | +71.6% | +65.4% |
| 3Y | +246.4% | +60.8% | +185.5% | +124.7% |
| 5Y | +129.6% | +82.7% | +46.9% | +27.3% |
| All | +167.7% | +103.6% | +64.2% | +54.6% |
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