+346.7%
AEM vs LH
+179.1%
+167.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | -2.1% |
| 7D | -5.0% | -7.4% | +2.4% | -3.7% |
| 30D | +8.5% | -4.6% | +13.0% | +9.5% |
| 3M | +29.3% | +14.5% | +14.8% | +26.2% |
| 6M | -12.9% | +14.8% | -27.7% | -15.1% |
| YTD | +16.8% | +23.3% | -6.5% | +12.6% |
| 1Y | +29.8% | +13.6% | +16.2% | +26.9% |
| 3Y | +336.7% | +56.3% | +280.4% | +300.3% |
| 5Y | +299.9% | +25.2% | +274.7% | +275.9% |
| All | +346.7% | +179.1% | +167.6% | +273.5% |
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 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