-37.5%
APH vs LTH
+65.3%
-102.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.9% | -50.7% | -47.6% |
| 7D | -48.7% | -2.5% | -46.2% | -48.3% |
| 30D | -51.9% | -4.6% | -47.3% | -51.5% |
| 3M | -43.6% | +32.8% | -76.4% | -45.8% |
| 6M | -37.5% | +64.6% | -102.2% | -42.4% |
| All | -37.5% | +65.3% | -102.8% | -42.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling