+9.1%
AON vs LH
+23.7%
-14.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +2.5% |
| 7D | -5.9% | -7.4% | +1.5% | -3.4% |
| 30D | -13.7% | -4.6% | -9.1% | -12.3% |
| 3M | -8.3% | +14.5% | -22.8% | -12.5% |
| 6M | -3.6% | +14.8% | -18.4% | -8.2% |
| YTD | -12.4% | +23.3% | -35.6% | -18.7% |
| 1Y | -14.6% | +13.6% | -28.3% | -18.8% |
| 3Y | -5.7% | +56.3% | -62.1% | -21.3% |
| 5Y | +9.1% | +25.2% | -16.1% | -1.6% |
| All | +9.1% | +23.7% | -14.5% | -1.6% |
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