+5.6%
APD vs LH
+16.9%
-11.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.7% |
| 7D | -4.6% | -3.2% | -1.4% | -4.2% |
| 30D | -4.2% | +0.1% | -4.3% | -4.2% |
| 3M | +5.0% | +18.6% | -13.7% | +3.1% |
| 6M | +8.9% | +17.9% | -9.0% | +7.0% |
| YTD | +21.9% | +28.9% | -7.0% | +17.6% |
| 1Y | +5.6% | +16.6% | -11.1% | +3.9% |
| All | +5.6% | +16.9% | -11.3% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling