+5,767.9%
APD vs LH
+1,585.8%
+4,182.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.8% |
| 7D | -1.6% | +4.6% | -6.1% | -2.2% |
| 30D | +10.6% | +19.1% | -8.5% | +7.7% |
| 3M | +2.5% | +16.7% | -14.2% | +0.1% |
| 6M | +6.0% | +47.0% | -41.1% | -0.1% |
| YTD | +28.4% | +49.3% | -20.9% | +20.6% |
| 1Y | +22.2% | +48.6% | -26.5% | +14.8% |
| 3Y | +26.6% | +87.8% | -61.3% | +14.7% |
| 5Y | +11.8% | +65.0% | -53.3% | +2.8% |
| 10Y | +187.8% | +275.0% | -87.2% | +136.1% |
| All | +5,767.9% | +1,585.8% | +4,182.1% | +3,910.8% |
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