+3,343.7%
AEM vs LH
+1,372.9%
+1,970.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | +4.3% | -0.8% | +5.2% | +4.4% |
| 30D | +13.1% | +2.0% | +11.1% | +13.0% |
| 3M | +24.8% | +24.3% | +0.5% | +23.6% |
| 6M | -8.2% | +21.1% | -29.3% | -9.0% |
| YTD | +19.8% | +30.4% | -10.6% | +18.5% |
| 1Y | +32.1% | +18.4% | +13.7% | +31.1% |
| 3Y | +348.2% | +65.5% | +282.7% | +338.4% |
| 5Y | +297.5% | +29.9% | +267.6% | +291.4% |
| 10Y | +343.3% | +186.6% | +156.7% | +323.9% |
| All | +3,343.7% | +1,372.9% | +1,970.8% | +2,870.0% |
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