+382.7%
APP vs LTH
+183.0%
+199.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +5.1% |
| 7D | +79.2% | +7.0% | +72.2% | +73.4% |
| 30D | +48.0% | +15.4% | +32.6% | +37.2% |
| 3M | +18.2% | +7.0% | +11.2% | +13.2% |
| 6M | -12.5% | +46.9% | -59.3% | -29.6% |
| YTD | -39.2% | +76.4% | -115.6% | -56.7% |
| 1Y | -33.9% | +83.7% | -117.6% | -54.3% |
| 3Y | +933.3% | +248.9% | +684.4% | +388.9% |
| 5Y | +295.9% | +141.8% | +154.0% | +85.6% |
| All | +382.7% | +183.0% | +199.7% | +123.7% |
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