+131.6%
APO vs LTH
+160.9%
-29.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | +4.5% | +32.8% | -28.3% | -4.2% |
| 6M | +22.8% | +64.6% | -41.8% | +4.7% |
| YTD | -6.5% | +62.6% | -69.1% | -20.1% |
| 1Y | +0.8% | +49.9% | -49.1% | -11.9% |
| 3Y | +62.0% | +151.3% | -89.4% | +20.5% |
| All | +131.6% | +160.9% | -29.3% | +58.3% |
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