+528.8%
APP vs LH
+79.3%
+449.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.0% |
| 7D | +79.2% | +4.6% | +74.6% | +74.6% |
| 30D | +48.0% | +19.1% | +28.9% | +33.3% |
| 3M | +18.2% | +16.7% | +1.5% | +7.3% |
| 6M | -12.5% | +47.0% | -59.5% | -31.6% |
| YTD | -39.2% | +49.3% | -88.5% | -53.3% |
| 1Y | -33.9% | +48.6% | -82.5% | -49.3% |
| 3Y | +933.3% | +87.8% | +845.4% | +533.9% |
| 5Y | +295.9% | +65.0% | +230.8% | +162.2% |
| All | +528.8% | +79.3% | +449.5% | +324.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling