+102.5%
APA vs LTH
+46.4%
+56.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +1.5% |
| 7D | -1.7% | +1.5% | -3.2% | -1.4% |
| 30D | +15.7% | -3.1% | +18.8% | +15.2% |
| 3M | +16.5% | +28.1% | -11.7% | +21.1% |
| 6M | +35.1% | +67.4% | -32.3% | +43.2% |
| YTD | +82.2% | +59.8% | +22.4% | +95.0% |
| 1Y | +102.5% | +45.6% | +56.9% | +123.9% |
| All | +102.5% | +46.4% | +56.0% | +123.9% |
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