+5,582.9%
APD vs LH
+1,382.1%
+4,200.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -2.2% | -2.5% | +0.2% | -1.9% |
| 30D | +2.1% | +4.3% | -2.2% | +1.4% |
| 3M | +7.2% | +25.5% | -18.4% | +3.6% |
| 6M | +11.2% | +17.0% | -5.7% | +8.5% |
| YTD | +24.4% | +31.3% | -6.9% | +19.2% |
| 1Y | +6.7% | +20.0% | -13.3% | +3.5% |
| 3Y | +9.2% | +63.9% | -54.6% | +1.1% |
| 5Y | +27.4% | +30.9% | -3.5% | +21.1% |
| 10Y | +164.8% | +191.4% | -26.6% | +124.6% |
| All | +5,582.9% | +1,382.1% | +4,200.8% | +3,863.1% |
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