+343.5%
AEM vs LH
+63.5%
+280.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.6% |
| 7D | +3.0% | -3.2% | +6.2% | +3.7% |
| 30D | +12.5% | +0.1% | +12.3% | +12.6% |
| 3M | +26.9% | +18.6% | +8.3% | +23.4% |
| 6M | -9.4% | +17.9% | -27.4% | -12.0% |
| YTD | +20.3% | +28.9% | -8.7% | +15.7% |
| 1Y | +33.8% | +16.6% | +17.2% | +30.3% |
| All | +343.5% | +63.5% | +280.0% | +309.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling