+3,912.3%
AEHR vs LH
+183.3%
+3,729.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.2% |
| 7D | +9.8% | -4.7% | +14.5% | +12.2% |
| 30D | -26.7% | -3.5% | -23.2% | -25.7% |
| 3M | -8.1% | +17.7% | -25.8% | -16.4% |
| 6M | +123.1% | +15.8% | +107.3% | +104.7% |
| YTD | +369.0% | +25.1% | +343.9% | +316.3% |
| 1Y | +256.4% | +12.5% | +243.9% | +231.5% |
| 3Y | +96.4% | +59.8% | +36.6% | +54.0% |
| 5Y | +836.6% | +27.1% | +809.5% | +701.8% |
| All | +3,912.3% | +183.3% | +3,729.0% | +2,144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling