+139.3%
LTH vs AEE
+48.6%
+90.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -2.2% |
| 7D | +1.5% | +1.3% | +0.2% | +0.9% |
| 30D | -3.1% | -1.2% | -1.8% | -2.5% |
| 3M | +28.1% | +1.0% | +27.1% | +27.4% |
| 6M | +67.4% | -2.3% | +69.7% | +68.2% |
| YTD | +59.8% | +9.1% | +50.6% | +51.9% |
| 1Y | +45.6% | +10.6% | +35.0% | +37.5% |
| 3Y | +162.0% | +48.5% | +113.5% | +112.5% |
| All | +139.3% | +48.6% | +90.7% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling