+515.5%
AEHR vs LH
+5,700.4%
-5,184.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +5.9% | +5.4% |
| 7D | +18.5% | -0.8% | +19.4% | +18.7% |
| 30D | -11.9% | +2.0% | -13.9% | -12.4% |
| 3M | -5.0% | +24.3% | -29.3% | -10.6% |
| 6M | +155.0% | +21.1% | +133.9% | +141.8% |
| YTD | +349.7% | +30.4% | +319.2% | +319.7% |
| 1Y | +260.4% | +18.4% | +242.0% | +243.6% |
| 3Y | +83.6% | +65.5% | +18.1% | +62.0% |
| 5Y | +917.8% | +29.9% | +888.0% | +846.9% |
| 10Y | +3,517.1% | +186.6% | +3,330.5% | +2,677.3% |
| All | +515.5% | +5,700.4% | -5,184.8% | +260.6% |
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