-55.4%
APP vs LTH
+84.0%
-139.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.3% | +4.4% | +9.5% |
| 7D | +4.5% | +9.9% | -5.3% | +2.9% |
| 30D | -3.6% | +18.3% | -21.9% | -6.2% |
| 3M | -35.3% | +5.9% | -41.2% | -35.6% |
| 6M | -42.8% | +80.3% | -123.1% | -48.9% |
| YTD | -59.7% | +78.3% | -138.0% | -62.6% |
| 1Y | -55.4% | +81.0% | -136.4% | -58.3% |
| All | -55.4% | +84.0% | -139.4% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling