+468.4%
AEHR vs LTH
+150.5%
+317.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +9.8% | -4.0% | +13.8% | +12.0% |
| 30D | -26.7% | -5.3% | -21.4% | -24.5% |
| 3M | -8.1% | +19.0% | -27.1% | -17.7% |
| 6M | +123.1% | +55.8% | +67.3% | +73.8% |
| YTD | +369.0% | +56.1% | +312.9% | +263.3% |
| 1Y | +256.4% | +41.3% | +215.1% | +190.3% |
| 3Y | +96.4% | +156.6% | -60.3% | +10.8% |
| All | +468.4% | +150.5% | +317.9% | +202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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