+5,828.6%
APD vs LH
+1,581.5%
+4,247.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | -0.2% | +4.8% | -5.0% | -0.9% |
| 30D | +11.0% | +18.8% | -7.8% | +8.2% |
| 3M | +2.0% | +15.7% | -13.7% | -0.3% |
| 6M | +7.1% | +46.7% | -39.6% | +1.0% |
| YTD | +29.8% | +48.9% | -19.2% | +21.9% |
| 1Y | +24.0% | +43.5% | -19.4% | +17.2% |
| 3Y | +27.2% | +86.9% | -59.7% | +15.3% |
| 5Y | +12.8% | +60.4% | -47.6% | +4.1% |
| 10Y | +185.0% | +260.7% | -75.7% | +134.9% |
| All | +5,828.6% | +1,581.5% | +4,247.0% | +3,953.7% |
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