+310.3%
APH vs LTH
+142.3%
+168.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.5% | +8.7% | +8.3% |
| 7D | +1.1% | +7.0% | -5.9% | -0.3% |
| 30D | -7.5% | +15.4% | -22.9% | -10.2% |
| 3M | -4.4% | +7.0% | -11.5% | -6.0% |
| 6M | +26.5% | +46.9% | -20.4% | +16.3% |
| YTD | +20.0% | +76.4% | -56.4% | +5.7% |
| 1Y | +16.9% | +83.7% | -66.9% | +1.9% |
| 3Y | +288.5% | +248.9% | +39.6% | +194.0% |
| 5Y | +310.3% | +141.8% | +168.5% | +203.5% |
| All | +310.3% | +142.3% | +168.0% | +203.5% |
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