-55.4%
APP vs LH
+44.2%
-99.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.9% | +6.8% | +10.1% |
| 7D | +4.5% | +2.1% | +2.4% | +4.2% |
| 30D | -3.6% | +19.2% | -22.8% | -4.9% |
| 3M | -35.3% | +18.0% | -53.3% | -36.2% |
| 6M | -42.8% | +46.1% | -88.9% | -43.7% |
| YTD | -59.7% | +47.7% | -107.4% | -56.2% |
| 1Y | -55.4% | +47.2% | -102.6% | -51.5% |
| All | -55.4% | +44.2% | -99.6% | -51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling