+162.0%
LTH vs AEE
+49.7%
+112.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -2.1% |
| 7D | +1.5% | +1.3% | +0.2% | +1.0% |
| 30D | -3.1% | -1.2% | -1.8% | -2.6% |
| 3M | +28.1% | +1.0% | +27.1% | +27.5% |
| 6M | +67.4% | -2.3% | +69.7% | +68.1% |
| YTD | +59.8% | +9.1% | +50.6% | +51.7% |
| 1Y | +45.6% | +10.6% | +35.0% | +37.3% |
| 3Y | +162.0% | +48.5% | +113.5% | +103.0% |
| All | +162.0% | +49.7% | +112.3% | +103.0% |
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