+88.0%
LH vs AEE
+63.2%
+24.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +2.5% | +0.6% | +1.9% | +2.2% |
| 30D | +18.7% | +8.8% | +9.9% | +14.8% |
| 3M | +15.3% | +5.1% | +10.3% | +13.0% |
| 6M | +45.4% | +5.2% | +40.2% | +42.0% |
| YTD | +49.5% | +16.1% | +33.4% | +39.5% |
| 1Y | +41.4% | +10.4% | +31.0% | +34.7% |
| All | +88.0% | +63.2% | +24.8% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 3y: compounded portfolio wealth divided by compounded AEE 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…
3y analysis · Full analysis span regression · 6 months rolling