+90.9%
APA vs LH
+54.7%
+36.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +8.5% | +1.1% | +7.5% | +8.2% |
| 30D | +2.8% | +16.7% | -14.0% | -2.6% |
| 3M | +21.7% | +15.1% | +6.6% | +15.8% |
| 6M | +32.6% | +46.3% | -13.7% | +15.1% |
| YTD | +103.7% | +48.8% | +54.9% | +74.4% |
| 1Y | +101.8% | +39.7% | +62.1% | +77.3% |
| 3Y | +48.1% | +87.0% | -39.0% | +13.2% |
| All | +90.9% | +54.7% | +36.1% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling