+13.0%
APH vs LH
+49.3%
-36.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.4% | +6.8% | +8.0% |
| 7D | +1.1% | +4.6% | -3.5% | +0.7% |
| 30D | -7.5% | +19.1% | -26.6% | -8.9% |
| 3M | -4.4% | +16.7% | -21.2% | -5.9% |
| 6M | +26.5% | +47.0% | -20.6% | +17.8% |
| YTD | +20.0% | +49.3% | -29.3% | +11.8% |
| All | +13.0% | +49.3% | -36.3% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling