+381.6%
APP vs LTH
+180.7%
+200.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.2% | +1.8% | +2.8% |
| 7D | +4.6% | -1.3% | +5.8% | +5.2% |
| 30D | +56.0% | +15.7% | +40.4% | +44.6% |
| 3M | +30.8% | +5.0% | +25.9% | +26.7% |
| 6M | -9.8% | +37.7% | -47.5% | -24.9% |
| YTD | -39.3% | +75.0% | -114.3% | -56.7% |
| 1Y | -26.4% | +82.6% | -109.1% | -48.9% |
| 3Y | +887.9% | +241.3% | +646.6% | +372.7% |
| 5Y | +264.1% | +135.4% | +128.7% | +71.8% |
| All | +381.6% | +180.7% | +200.9% | +124.1% |
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 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