-37.5%
APH vs LH
+16.1%
-53.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.7% | -46.1% | -46.9% |
| 7D | -48.7% | -2.7% | -46.0% | -47.8% |
| 30D | -51.9% | +4.3% | -56.3% | -51.6% |
| 3M | -43.6% | +25.5% | -69.1% | -46.5% |
| 6M | -37.5% | +17.0% | -54.5% | -39.0% |
| All | -37.5% | +16.1% | -53.6% | -39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling