+951.3%
APH vs LH
+259.5%
+691.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.4% | +6.8% | +7.6% |
| 7D | +1.1% | +4.6% | -3.5% | -0.7% |
| 30D | -7.5% | +19.1% | -26.6% | -13.9% |
| 3M | -4.4% | +16.7% | -21.2% | -10.6% |
| 6M | +26.5% | +47.0% | -20.6% | +7.1% |
| YTD | +20.0% | +49.3% | -29.3% | +0.6% |
| 1Y | +16.9% | +48.6% | -31.8% | -1.9% |
| 3Y | +288.5% | +87.8% | +200.7% | +188.4% |
| 5Y | +310.3% | +65.0% | +245.2% | +216.7% |
| 10Y | +951.3% | +275.0% | +676.3% | +484.1% |
| All | +951.3% | +259.5% | +691.8% | +484.1% |
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 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