+357.3%
APH vs LTH
+160.9%
+196.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | +5.0% | -0.6% | +5.6% | +5.0% |
| 30D | -3.9% | -4.6% | +0.7% | -3.1% |
| 3M | +13.0% | +32.8% | -19.8% | +6.4% |
| 6M | +25.2% | +64.6% | -39.5% | +12.3% |
| YTD | +22.9% | +62.6% | -39.7% | +10.4% |
| 1Y | +47.8% | +49.9% | -2.1% | +34.5% |
| 3Y | +283.0% | +151.3% | +131.7% | +210.0% |
| All | +357.3% | +160.9% | +196.5% | +246.9% |
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 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