+902.2%
APA vs LH
+1,382.1%
-479.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.0% |
| 7D | +0.5% | -2.5% | +3.0% | +1.0% |
| 30D | +23.4% | +4.3% | +19.1% | +22.5% |
| 3M | +12.7% | +25.5% | -12.8% | +8.1% |
| 6M | +39.4% | +17.0% | +22.5% | +35.1% |
| YTD | +79.0% | +31.3% | +47.7% | +70.0% |
| 1Y | +88.8% | +20.0% | +68.9% | +81.9% |
| 3Y | +6.4% | +63.9% | -57.5% | -3.1% |
| 5Y | +153.0% | +30.9% | +122.1% | +138.1% |
| 10Y | +7.5% | +191.4% | -183.8% | -10.2% |
| All | +902.2% | +1,382.1% | -479.9% | +609.9% |
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 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