+122.2%
APA vs LTH
+156.3%
-34.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.1% |
| 7D | -1.7% | +1.5% | -3.2% | -1.9% |
| 30D | +15.7% | -3.1% | +18.8% | +16.1% |
| 3M | +16.5% | +28.1% | -11.7% | +12.0% |
| 6M | +35.1% | +67.4% | -32.3% | +23.5% |
| YTD | +82.2% | +59.8% | +22.4% | +67.7% |
| 1Y | +102.5% | +45.6% | +56.9% | +89.0% |
| 3Y | +10.3% | +162.0% | -151.7% | -9.2% |
| All | +122.2% | +156.3% | -34.1% | +86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling