-37.0%
APP vs LTH
+84.4%
-121.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.3% | +11.2% | +10.1% |
| 7D | +71.2% | +4.5% | +66.7% | +69.7% |
| 30D | +39.1% | +16.3% | +22.7% | +35.6% |
| 3M | +16.5% | +8.4% | +8.2% | +15.0% |
| 6M | -16.6% | +40.3% | -56.8% | -20.8% |
| YTD | -41.9% | +77.3% | -119.2% | -46.3% |
| 1Y | -37.0% | +88.0% | -125.0% | -40.4% |
| All | -37.0% | +84.4% | -121.5% | -40.4% |
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