+171.3%
APD vs LH
+189.0%
-17.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -2.5% | -0.8% | -1.7% | -2.2% |
| 30D | -1.9% | +2.0% | -3.9% | -2.7% |
| 3M | +8.2% | +24.3% | -16.0% | -0.9% |
| 6M | +10.7% | +21.1% | -10.3% | +2.1% |
| YTD | +22.9% | +30.4% | -7.5% | +9.7% |
| 1Y | +5.8% | +18.4% | -12.6% | -2.1% |
| 3Y | +7.8% | +65.5% | -57.7% | -14.0% |
| 5Y | +26.1% | +29.9% | -3.8% | +9.0% |
| All | +171.3% | +189.0% | -17.7% | +61.6% |
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