+82.6%
LTH vs AEIS
+4.7%
+78.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.1% | +2.1% |
| 7D | -1.3% | +11.5% | -12.8% | -1.2% |
| 30D | +15.7% | -15.8% | +31.4% | +15.9% |
| 3M | +5.0% | -33.3% | +38.3% | +5.8% |
| 6M | +37.7% | -35.2% | +72.9% | +38.2% |
| YTD | +75.0% | +5.0% | +70.0% | +64.1% |
| 1Y | +82.6% | +8.5% | +74.2% | +69.7% |
| All | +82.6% | +4.7% | +78.0% | +69.7% |
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