+61,451.9%
APH vs LH
+584.7%
+60,867.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.7% | -46.1% | -47.5% |
| 7D | -48.7% | -2.7% | -46.0% | -48.3% |
| 30D | -51.9% | +4.3% | -56.3% | -52.2% |
| 3M | -43.6% | +25.5% | -69.1% | -45.9% |
| 6M | -37.5% | +17.0% | -54.5% | -39.3% |
| YTD | -38.6% | +31.3% | -69.9% | -41.7% |
| 1Y | -26.3% | +20.0% | -46.3% | -29.0% |
| 3Y | +89.2% | +63.9% | +25.3% | +71.1% |
| 5Y | +119.8% | +30.9% | +89.0% | +106.2% |
| 10Y | +454.3% | +191.4% | +262.9% | +346.8% |
| All | +61,451.9% | +584.7% | +60,867.2% | +36,226.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling