+5,675.3%
AON vs LH
+1,372.9%
+4,302.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -2.2% |
| 7D | -3.2% | -0.8% | -2.4% | -3.1% |
| 30D | -11.9% | +2.0% | -13.9% | -12.1% |
| 3M | -2.9% | +24.3% | -27.1% | -5.9% |
| 6M | -6.8% | +21.1% | -27.9% | -9.4% |
| YTD | -10.1% | +30.4% | -40.5% | -13.6% |
| 1Y | -14.2% | +18.4% | -32.6% | -16.5% |
| 3Y | -3.3% | +65.5% | -68.7% | -10.7% |
| 5Y | +13.6% | +29.9% | -16.3% | +8.1% |
| 10Y | +209.2% | +186.6% | +22.5% | +160.5% |
| All | +5,675.3% | +1,372.9% | +4,302.4% | +3,566.2% |
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