-70.1%
APTV vs LH
+28.2%
-98.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.1% |
| 7D | -1.2% | -3.2% | +2.0% | +0.5% |
| 30D | -10.6% | +0.1% | -10.8% | -10.8% |
| 3M | -35.0% | +18.6% | -53.6% | -40.9% |
| 6M | -38.9% | +17.9% | -56.8% | -44.5% |
| YTD | -41.5% | +28.9% | -70.4% | -49.8% |
| 1Y | -45.8% | +16.6% | -62.4% | -51.0% |
| 3Y | -55.7% | +63.6% | -119.3% | -67.8% |
| 5Y | -70.1% | +30.0% | -100.1% | -77.0% |
| All | -70.1% | +28.2% | -98.3% | -77.0% |
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