+33.2%
APD vs LTH
+183.0%
-149.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | -1.6% | +7.0% | -8.6% | -2.6% |
| 30D | +10.6% | +15.4% | -4.8% | +8.2% |
| 3M | +2.5% | +7.0% | -4.5% | +1.3% |
| 6M | +6.0% | +46.9% | -40.9% | -0.5% |
| YTD | +28.4% | +76.4% | -48.0% | +16.2% |
| 1Y | +22.2% | +83.7% | -61.6% | +9.8% |
| 3Y | +26.6% | +248.9% | -222.3% | +1.3% |
| 5Y | +11.8% | +141.8% | -130.1% | -11.6% |
| All | +33.2% | +183.0% | -149.8% | +5.1% |
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