-32.7%
APP vs LTH
+77.7%
-110.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.4% | -1.8% |
| 7D | +10.6% | -4.6% | +15.2% | +11.7% |
| 30D | +44.6% | +14.8% | +29.8% | +41.0% |
| 3M | +29.6% | +3.9% | +25.7% | +28.8% |
| 6M | -19.8% | +35.5% | -55.3% | -24.1% |
| YTD | -41.6% | +71.3% | -112.9% | -47.4% |
| 1Y | -32.7% | +75.7% | -108.4% | -39.8% |
| All | -32.7% | +77.7% | -110.4% | -39.8% |
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