+119,301.1%
APH vs LH
+667.8%
+118,633.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.9% |
| 7D | -5.9% | +1.4% | -7.4% | -6.2% |
| 30D | -14.8% | +17.5% | -32.3% | -17.5% |
| 3M | -12.4% | +16.1% | -28.5% | -15.0% |
| 6M | +8.1% | +43.4% | -35.3% | +0.5% |
| YTD | +10.9% | +47.2% | -36.3% | +2.6% |
| 1Y | +8.8% | +50.1% | -41.4% | +0.2% |
| 3Y | +262.1% | +81.2% | +180.9% | +219.8% |
| 5Y | +283.1% | +63.7% | +219.4% | +243.2% |
| 10Y | +908.1% | +269.2% | +638.9% | +677.3% |
| All | +119,301.1% | +667.8% | +118,633.3% | +68,510.2% |
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