+69.8%
APA vs LTH
+142.9%
-73.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +4.0% | +2.8% |
| 7D | -15.5% | +4.5% | -20.0% | -16.1% |
| 30D | +2.4% | +16.3% | -14.0% | +0.1% |
| 3M | +22.8% | +8.4% | +14.4% | +21.1% |
| 6M | +17.9% | +40.3% | -22.3% | +11.7% |
| YTD | +87.7% | +77.3% | +10.4% | +69.6% |
| 1Y | +94.2% | +88.0% | +6.2% | +73.4% |
| 3Y | +27.2% | +274.3% | -247.1% | -2.4% |
| All | +69.8% | +142.9% | -73.1% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling