+139.3%
LTH vs AEIS
+239.1%
-99.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.5% | -2.6% |
| 7D | +1.5% | +8.1% | -6.6% | -0.9% |
| 30D | -3.1% | -11.1% | +8.1% | 0.0% |
| 3M | +28.1% | -5.6% | +33.8% | +25.6% |
| 6M | +67.4% | -0.6% | +68.0% | +56.0% |
| YTD | +59.8% | +38.0% | +21.7% | +27.6% |
| 1Y | +45.6% | +87.2% | -41.6% | -1.7% |
| 3Y | +162.0% | +179.7% | -17.7% | +32.9% |
| All | +139.3% | +239.1% | -99.9% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling