+84.9%
LTH vs AEIS
+6.8%
+78.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | +0.2% |
| 7D | +0.3% | +9.5% | -9.2% | +0.3% |
| 30D | +17.7% | -17.5% | +35.2% | +18.2% |
| 3M | +8.5% | -29.3% | +37.7% | +9.3% |
| 6M | +46.9% | -34.7% | +81.7% | +47.8% |
| YTD | +78.8% | +10.7% | +68.1% | +66.6% |
| 1Y | +84.9% | +7.4% | +77.5% | +72.9% |
| All | +84.9% | +6.8% | +78.1% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling