+4.5%
APA vs LH
+263.2%
-258.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.4% |
| 7D | +5.1% | +1.2% | +3.9% | +4.4% |
| 30D | +0.3% | +18.0% | -17.7% | -8.5% |
| 3M | +15.6% | +15.7% | 0.0% | +6.4% |
| 6M | +28.9% | +46.6% | -17.7% | +3.6% |
| YTD | +96.6% | +49.5% | +47.1% | +54.8% |
| 1Y | +95.5% | +40.2% | +55.3% | +59.6% |
| 3Y | +41.8% | +87.6% | -45.8% | -4.3% |
| 5Y | +85.4% | +59.3% | +26.1% | +33.7% |
| 10Y | +4.5% | +266.1% | -261.5% | -53.3% |
| All | +4.5% | +263.2% | -258.7% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling