-45.6%
APTV vs LH
+14.9%
-60.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.3% |
| 7D | -5.0% | -4.7% | -0.3% | -5.0% |
| 30D | -6.1% | -3.5% | -2.6% | -6.1% |
| 3M | -33.0% | +17.7% | -50.7% | -33.2% |
| 6M | -35.2% | +15.8% | -51.0% | -35.2% |
| YTD | -40.1% | +25.1% | -65.3% | -40.3% |
| 1Y | -45.6% | +12.5% | -58.1% | -46.3% |
| All | -45.6% | +14.9% | -60.5% | -46.3% |
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