+107.2%
APA vs LTH
+84.0%
+23.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.3% | -13.2% | -5.7% |
| 7D | -13.0% | +9.9% | -22.8% | -11.4% |
| 30D | +2.0% | +18.3% | -16.3% | +5.2% |
| 3M | +24.9% | +5.9% | +19.0% | +26.1% |
| 6M | +7.2% | +80.3% | -73.2% | +18.9% |
| YTD | +87.1% | +78.3% | +8.8% | +108.3% |
| 1Y | +107.2% | +81.0% | +26.1% | +132.5% |
| All | +107.2% | +84.0% | +23.1% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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