+1,314.2%
AAOI vs LH
+27.0%
+1,287.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.2% |
| 7D | -0.2% | -4.7% | +4.5% | +2.3% |
| 30D | -23.7% | -3.5% | -20.2% | -22.5% |
| 3M | -39.0% | +17.7% | -56.7% | -44.6% |
| 6M | -17.0% | +15.8% | -32.8% | -24.8% |
| YTD | +202.2% | +25.1% | +177.1% | +160.6% |
| 1Y | +292.4% | +12.5% | +279.9% | +258.6% |
| 3Y | +804.4% | +59.8% | +744.6% | +560.6% |
| All | +1,314.2% | +27.0% | +1,287.2% | +959.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling