+2,498.6%
AEP vs LH
+1,579.7%
+918.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.9% | +1.1% | +1.8% | +2.8% |
| 30D | +3.2% | +16.7% | -13.5% | +1.7% |
| 3M | +3.8% | +15.1% | -11.3% | +2.4% |
| 6M | +2.5% | +46.3% | -43.8% | -1.1% |
| YTD | +15.5% | +48.8% | -33.3% | +11.1% |
| 1Y | +9.6% | +39.7% | -30.1% | +6.1% |
| 3Y | +91.2% | +87.0% | +4.1% | +79.6% |
| 5Y | +88.2% | +53.0% | +35.2% | +79.3% |
| 10Y | +205.1% | +264.3% | -59.3% | +169.0% |
| All | +2,498.6% | +1,579.7% | +918.9% | +2,000.0% |
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