+803.3%
APP vs LTH
+273.3%
+530.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.8% | +30.3% | +30.7% |
| 7D | +39.7% | +5.3% | +34.4% | +37.0% |
| 30D | +27.7% | +18.3% | +9.5% | +19.1% |
| 3M | -14.8% | +5.4% | -20.2% | -16.6% |
| 6M | -25.5% | +62.5% | -88.0% | -40.9% |
| YTD | -47.2% | +79.6% | -126.8% | -60.4% |
| 1Y | -42.3% | +88.1% | -130.4% | -58.0% |
| All | +803.3% | +273.3% | +530.0% | +445.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling