+944.2%
APH vs LH
+263.2%
+681.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +0.4% | +1.2% | -0.8% | 0.0% |
| 30D | -8.0% | +18.0% | -26.0% | -14.1% |
| 3M | -5.0% | +15.7% | -20.7% | -10.8% |
| 6M | +29.9% | +46.6% | -16.7% | +10.1% |
| YTD | +18.0% | +49.5% | -31.5% | -1.2% |
| 1Y | +11.3% | +40.2% | -28.9% | -4.3% |
| 3Y | +274.9% | +87.6% | +187.3% | +178.1% |
| 5Y | +300.6% | +59.3% | +241.3% | +213.9% |
| 10Y | +944.2% | +266.1% | +678.2% | +465.2% |
| All | +944.2% | +263.2% | +681.0% | +465.2% |
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