+141.5%
LTH vs AEIS
+109.5%
+32.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.1% | -7.4% | -3.0% |
| 7D | +4.5% | -11.3% | +15.8% | +6.9% |
| 30D | +16.3% | -32.6% | +48.9% | +28.0% |
| 3M | +8.4% | -39.2% | +47.5% | +21.8% |
| 6M | +40.3% | -45.4% | +85.6% | +58.5% |
| YTD | +77.3% | -5.8% | +83.1% | +54.1% |
| 1Y | +88.0% | -10.0% | +97.9% | +65.9% |
| 3Y | +274.3% | +121.2% | +153.1% | +86.0% |
| All | +141.5% | +109.5% | +32.0% | +16.7% |
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 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