+887.9%
APP vs LH
+86.5%
+801.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.1% |
| 7D | +4.6% | +1.1% | +3.5% | +4.3% |
| 30D | +56.0% | +16.7% | +39.3% | +48.8% |
| 3M | +30.8% | +15.1% | +15.7% | +25.1% |
| 6M | -9.8% | +46.3% | -56.1% | -20.5% |
| YTD | -39.3% | +48.8% | -88.1% | -46.8% |
| 1Y | -26.4% | +39.7% | -66.1% | -34.0% |
| 3Y | +887.9% | +87.0% | +800.9% | +672.6% |
| All | +887.9% | +86.5% | +801.4% | +672.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling