+39.2%
AEM vs LH
+20.0%
+19.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.6% |
| 7D | -0.5% | -2.5% | +1.9% | +0.5% |
| 30D | +24.0% | +4.3% | +19.7% | +22.4% |
| 3M | +16.1% | +25.5% | -9.4% | +7.3% |
| 6M | -11.6% | +17.0% | -28.6% | -15.7% |
| YTD | +21.5% | +31.3% | -9.7% | +11.9% |
| 1Y | +39.2% | +20.0% | +19.2% | +35.2% |
| All | +39.2% | +20.0% | +19.2% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling