+1,804.4%
APO vs LH
+340.4%
+1,464.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.1% |
| 7D | -1.0% | -2.5% | +1.4% | +0.3% |
| 30D | +3.5% | +4.3% | -0.9% | +1.1% |
| 3M | +4.5% | +25.5% | -21.0% | -7.9% |
| 6M | +22.8% | +17.0% | +5.8% | +12.1% |
| YTD | -6.5% | +31.3% | -37.8% | -20.3% |
| 1Y | +0.8% | +20.0% | -19.1% | -10.2% |
| 3Y | +62.0% | +63.9% | -1.9% | +18.4% |
| 5Y | +138.2% | +30.9% | +107.4% | +95.1% |
| 10Y | +940.3% | +191.4% | +748.9% | +408.7% |
| All | +1,804.4% | +340.4% | +1,464.0% | +626.6% |
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