+1,055.9%
APH vs LH
+190.8%
+865.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.4% |
| 7D | +5.0% | -2.5% | +7.4% | +6.0% |
| 30D | -3.9% | +4.3% | -8.2% | -5.6% |
| 3M | +13.0% | +25.5% | -12.6% | +2.4% |
| 6M | +25.2% | +17.0% | +8.2% | +16.7% |
| YTD | +22.9% | +31.3% | -8.3% | +9.0% |
| 1Y | +47.8% | +20.0% | +27.9% | +35.5% |
| 3Y | +283.0% | +63.9% | +219.2% | +202.0% |
| 5Y | +349.7% | +30.9% | +318.8% | +284.4% |
| All | +1,055.9% | +190.8% | +865.1% | +594.5% |
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