+268.0%
APH vs LTH
+155.3%
+112.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.8% | -10.1% | -9.5% |
| 7D | -12.7% | +5.3% | -18.0% | -13.6% |
| 30D | -19.2% | +18.3% | -37.4% | -21.8% |
| 3M | -16.7% | +5.4% | -22.1% | -17.8% |
| 6M | +5.1% | +62.5% | -57.4% | -5.4% |
| YTD | +6.6% | +79.6% | -73.1% | -6.5% |
| 1Y | +3.9% | +88.1% | -84.2% | -9.8% |
| 3Y | +246.0% | +272.5% | -26.4% | +158.3% |
| 5Y | +268.0% | +146.1% | +121.9% | +171.7% |
| All | +268.0% | +155.3% | +112.6% | +171.7% |
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