-54.2%
APTV vs LH
+56.3%
-110.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.4% | +7.1% | +4.5% |
| 7D | -1.8% | -7.4% | +5.6% | +1.3% |
| 30D | -7.9% | -4.6% | -3.3% | -6.3% |
| 3M | -29.9% | +14.5% | -44.4% | -34.5% |
| 6M | -36.6% | +14.8% | -51.4% | -41.0% |
| YTD | -40.0% | +23.3% | -63.2% | -46.5% |
| 1Y | -44.0% | +13.6% | -57.6% | -48.1% |
| All | -54.2% | +56.3% | -110.5% | -64.8% |
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