+1,022.5%
APA vs LH
+1,588.1%
-565.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +2.0% |
| 7D | +9.6% | +2.5% | +7.1% | +9.2% |
| 30D | -0.2% | +18.7% | -18.9% | -3.3% |
| 3M | +19.8% | +15.3% | +4.5% | +16.7% |
| 6M | +30.1% | +45.4% | -15.3% | +21.4% |
| YTD | +100.4% | +49.5% | +50.9% | +85.8% |
| 1Y | +105.2% | +41.4% | +63.8% | +92.1% |
| 3Y | +44.6% | +87.6% | -43.0% | +28.6% |
| 5Y | +88.8% | +53.8% | +35.0% | +72.7% |
| 10Y | +6.6% | +266.2% | -259.5% | -14.1% |
| All | +1,022.5% | +1,588.1% | -565.6% | +676.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling