+65.1%
AEP vs LH
+28.2%
+36.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +0.9% | -3.2% | +4.1% | +1.7% |
| 30D | +1.5% | +0.1% | +1.3% | +1.4% |
| 3M | -1.7% | +18.6% | -20.3% | -6.0% |
| 6M | -4.0% | +17.9% | -22.0% | -8.2% |
| YTD | +10.6% | +28.9% | -18.3% | +3.2% |
| 1Y | +18.6% | +16.6% | +2.0% | +13.4% |
| 3Y | +78.7% | +63.6% | +15.1% | +52.8% |
| 5Y | +65.1% | +30.0% | +35.1% | +41.6% |
| All | +65.1% | +28.2% | +36.9% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling