+143.5%
LTH vs AEIS
+230.0%
-86.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.4% |
| 7D | -0.6% | +3.0% | -3.6% | -1.6% |
| 30D | -4.6% | -14.6% | +10.1% | -0.3% |
| 3M | +32.8% | -12.4% | +45.3% | +33.4% |
| 6M | +64.6% | -15.0% | +79.6% | +62.7% |
| YTD | +62.6% | +34.3% | +28.3% | +31.0% |
| 1Y | +49.9% | +87.4% | -37.4% | +0.7% |
| 3Y | +151.3% | +139.8% | +11.6% | +38.6% |
| All | +143.5% | +230.0% | -86.4% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling