+80.8%
APO vs LH
+61.0%
+19.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +0.2% | +1.2% | -1.1% | -0.3% |
| 30D | +3.1% | +18.0% | -14.8% | -4.1% |
| 3M | -12.0% | +15.7% | -27.7% | -17.6% |
| 6M | -5.0% | +46.6% | -51.6% | -20.6% |
| YTD | -14.0% | +49.5% | -63.5% | -29.4% |
| 1Y | -5.9% | +40.2% | -46.1% | -20.3% |
| 3Y | +51.6% | +87.6% | -36.0% | +6.6% |
| 5Y | +80.8% | +59.3% | +21.5% | +28.7% |
| All | +80.8% | +61.0% | +19.8% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling