+123.8%
APH vs LTH
+160.9%
-37.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.9% | -50.7% | -48.3% |
| 7D | -48.7% | -2.5% | -46.2% | -48.7% |
| 30D | -51.9% | -4.6% | -47.3% | -51.8% |
| 3M | -43.6% | +32.8% | -76.4% | -47.1% |
| 6M | -37.5% | +64.6% | -102.2% | -44.2% |
| YTD | -38.6% | +62.6% | -101.3% | -45.1% |
| 1Y | -26.3% | +49.9% | -76.3% | -33.2% |
| 3Y | +89.2% | +151.3% | -62.1% | +52.5% |
| All | +123.8% | +160.9% | -37.1% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling