+197.7%
AON vs LH
+183.3%
+14.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.1% | -2.2% |
| 7D | -6.3% | -4.7% | -1.6% | -4.8% |
| 30D | -14.1% | -3.5% | -10.6% | -13.1% |
| 3M | -9.5% | +17.7% | -27.2% | -14.4% |
| 6M | -4.0% | +15.8% | -19.8% | -8.8% |
| YTD | -13.8% | +25.1% | -38.9% | -20.3% |
| 1Y | -18.3% | +12.5% | -30.8% | -21.9% |
| 3Y | -7.2% | +59.8% | -67.0% | -22.4% |
| 5Y | +7.3% | +27.1% | -19.7% | -4.2% |
| All | +197.7% | +183.3% | +14.4% | +91.4% |
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