+60.7%
APO vs LTH
+157.9%
-97.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | +3.5% | -4.6% | +8.1% | +4.6% |
| 3M | +4.5% | +32.8% | -28.3% | -3.4% |
| 6M | +22.8% | +64.6% | -41.8% | +5.9% |
| YTD | -6.5% | +62.6% | -69.1% | -19.1% |
| 1Y | +0.8% | +49.9% | -49.1% | -10.9% |
| All | +60.7% | +157.9% | -97.2% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling