+162.0%
LTH vs AEIS
+173.5%
-11.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.5% | -2.3% |
| 7D | +1.5% | +8.1% | -6.6% | +0.1% |
| 30D | -3.1% | -11.1% | +8.1% | -1.2% |
| 3M | +28.1% | -5.6% | +33.8% | +26.7% |
| 6M | +67.4% | -0.6% | +68.0% | +59.5% |
| YTD | +59.8% | +38.0% | +21.7% | +36.7% |
| 1Y | +45.6% | +87.2% | -41.6% | +9.8% |
| 3Y | +162.0% | +179.7% | -17.7% | +52.5% |
| All | +162.0% | +173.5% | -11.5% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling