+193.5%
APTV vs LH
+387.7%
-194.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.4% | +3.9% |
| 7D | +4.8% | -2.5% | +7.3% | +6.4% |
| 30D | +2.0% | +4.3% | -2.3% | -0.7% |
| 3M | -34.2% | +25.5% | -59.8% | -43.4% |
| 6M | -34.7% | +17.0% | -51.6% | -41.5% |
| YTD | -37.0% | +31.3% | -68.2% | -47.9% |
| 1Y | -40.4% | +20.0% | -60.4% | -48.2% |
| 3Y | -54.1% | +63.9% | -118.0% | -67.8% |
| 5Y | -68.0% | +30.9% | -98.9% | -74.6% |
| 10Y | -15.5% | +191.4% | -206.9% | -61.1% |
| All | +193.5% | +387.7% | -194.3% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling