+333.0%
APP vs LH
+31.5%
+301.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +3.1% |
| 7D | +0.9% | -2.5% | +3.3% | +2.4% |
| 30D | -23.3% | +4.3% | -27.6% | -25.5% |
| 3M | -42.6% | +25.5% | -68.2% | -50.8% |
| 6M | -33.6% | +17.0% | -50.6% | -40.5% |
| YTD | -52.4% | +31.3% | -83.7% | -60.8% |
| 1Y | -35.9% | +20.0% | -55.9% | -44.2% |
| 3Y | +642.2% | +63.9% | +578.3% | +380.3% |
| All | +333.0% | +31.5% | +301.5% | +234.2% |
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