+312.7%
APH vs LTH
+184.4%
+128.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.4% | +4.4% |
| 7D | -5.9% | +4.5% | -10.4% | -6.8% |
| 30D | -14.8% | +16.3% | -31.1% | -17.3% |
| 3M | -12.4% | +8.4% | -20.8% | -14.0% |
| 6M | +8.1% | +40.3% | -32.2% | +0.4% |
| YTD | +10.9% | +77.3% | -66.3% | -2.2% |
| 1Y | +8.8% | +88.0% | -79.2% | -5.4% |
| 3Y | +262.1% | +274.3% | -12.2% | +171.6% |
| 5Y | +283.1% | +142.9% | +140.3% | +183.6% |
| All | +312.7% | +184.4% | +128.4% | +207.3% |
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