+957.8%
AAOI vs LH
+286.5%
+671.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.3% |
| 7D | -0.2% | -4.7% | +4.5% | +2.2% |
| 30D | -23.7% | -3.5% | -20.2% | -22.6% |
| 3M | -39.0% | +17.7% | -56.7% | -44.2% |
| 6M | -17.0% | +15.8% | -32.8% | -24.3% |
| YTD | +202.2% | +25.1% | +177.1% | +164.9% |
| 1Y | +292.4% | +12.5% | +279.9% | +260.6% |
| 3Y | +804.4% | +59.8% | +744.6% | +592.9% |
| 5Y | +1,318.0% | +27.1% | +1,291.0% | +1,097.3% |
| 10Y | +436.7% | +183.2% | +253.5% | +181.5% |
| All | +957.8% | +286.5% | +671.3% | +402.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling