+67.0%
APO vs LTH
+142.9%
-75.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +0.8% | +4.5% | -3.7% | -0.5% |
| 30D | +1.0% | +16.3% | -15.3% | -3.3% |
| 3M | -8.4% | +8.4% | -16.8% | -10.7% |
| 6M | -9.1% | +40.3% | -49.4% | -18.3% |
| YTD | -18.3% | +77.3% | -95.6% | -32.2% |
| 1Y | -8.0% | +88.0% | -95.9% | -25.0% |
| 3Y | +47.1% | +274.3% | -227.2% | -2.8% |
| All | +67.0% | +142.9% | -75.9% | +10.1% |
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 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