+15.8%
APD vs LTH
+120.9%
-105.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.9% |
| 7D | +2.2% | -4.6% | +6.8% | +2.9% |
| 30D | +9.4% | +14.8% | -5.4% | +7.1% |
| 3M | +4.7% | +3.9% | +0.7% | +3.9% |
| 6M | +5.5% | +35.5% | -30.0% | +0.1% |
| YTD | +31.4% | +71.3% | -39.9% | +19.2% |
| 1Y | +24.1% | +75.7% | -51.6% | +12.2% |
| 3Y | +28.8% | +231.9% | -203.2% | +3.4% |
| 5Y | +15.8% | +130.5% | -114.7% | -8.9% |
| All | +15.8% | +120.9% | -105.1% | -8.9% |
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 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