+365.6%
APP vs LTH
+186.2%
+179.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.7% | -4.1% |
| 7D | +61.1% | +6.4% | +54.7% | +56.2% |
| 30D | +42.8% | +16.7% | +26.0% | +31.6% |
| 3M | +16.7% | +11.7% | +5.0% | +9.2% |
| 6M | -15.6% | +48.5% | -64.1% | -32.5% |
| YTD | -41.3% | +78.4% | -119.7% | -58.5% |
| 1Y | -39.3% | +89.7% | -129.0% | -58.7% |
| 3Y | +803.2% | +245.6% | +557.6% | +329.5% |
| 5Y | +313.2% | +142.7% | +170.5% | +92.6% |
| All | +365.6% | +186.2% | +179.5% | +114.5% |
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