+10.3%
APA vs LH
+64.5%
-54.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | -1.7% | -0.8% | -0.9% | -1.4% |
| 30D | +15.7% | +2.0% | +13.7% | +15.0% |
| 3M | +16.5% | +24.3% | -7.8% | +8.4% |
| 6M | +35.1% | +21.1% | +14.0% | +26.3% |
| YTD | +82.2% | +30.4% | +51.8% | +65.0% |
| 1Y | +102.5% | +18.4% | +84.1% | +90.3% |
| 3Y | +10.3% | +65.5% | -55.2% | -11.9% |
| All | +10.3% | +64.5% | -54.2% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling