-2.6%
APA vs LH
+185.6%
-188.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.1% | +3.6% |
| 7D | +0.3% | -3.2% | +3.5% | +2.0% |
| 30D | +9.3% | +0.1% | +9.2% | +9.2% |
| 3M | +23.3% | +18.6% | +4.7% | +12.0% |
| 6M | +39.5% | +17.9% | +21.6% | +26.0% |
| YTD | +87.6% | +28.9% | +58.7% | +61.0% |
| 1Y | +114.2% | +16.6% | +97.6% | +93.1% |
| 3Y | +13.6% | +63.6% | -50.0% | -17.0% |
| 5Y | +175.6% | +30.0% | +145.6% | +124.0% |
| 10Y | -2.6% | +191.9% | -194.6% | -53.1% |
| All | -2.6% | +185.6% | -188.3% | -53.1% |
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