+100.9%
AAOI vs LH
+44.2%
+56.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.9% | -11.3% | -6.7% |
| 7D | -27.9% | +2.1% | -30.0% | -27.5% |
| 30D | -51.2% | +19.2% | -70.4% | -49.2% |
| 3M | -55.0% | +18.0% | -73.0% | -53.2% |
| 6M | -65.7% | +46.1% | -111.8% | -62.1% |
| YTD | +70.0% | +47.7% | +22.3% | +91.1% |
| 1Y | +100.9% | +47.2% | +53.7% | +134.2% |
| All | +100.9% | +44.2% | +56.7% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling