+135.2%
LTH vs AEE
+47.9%
+87.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.5% |
| 7D | -4.0% | +1.1% | -5.1% | -4.4% |
| 30D | -1.7% | 0.0% | -1.7% | -1.7% |
| 3M | +28.0% | -0.9% | +28.9% | +28.4% |
| 6M | +54.1% | -2.4% | +56.5% | +54.9% |
| YTD | +57.1% | +8.6% | +48.4% | +49.6% |
| 1Y | +45.8% | +10.2% | +35.6% | +37.9% |
| 3Y | +157.6% | +47.8% | +109.7% | +109.3% |
| All | +135.2% | +47.9% | +87.3% | +89.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling