+112.6%
APO vs LTH
+186.2%
-73.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +8.1% | +6.4% | +1.7% | +6.2% |
| 30D | +3.4% | +16.7% | -13.3% | -1.0% |
| 3M | -6.6% | +11.7% | -18.3% | -9.7% |
| 6M | -7.1% | +48.5% | -55.6% | -17.6% |
| YTD | -14.1% | +78.4% | -92.5% | -28.6% |
| 1Y | -4.7% | +89.7% | -94.4% | -22.2% |
| 3Y | +51.3% | +245.6% | -194.3% | +3.3% |
| 5Y | +82.7% | +142.7% | -60.0% | +21.3% |
| All | +112.6% | +186.2% | -73.5% | +41.5% |
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 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