+892.4%
APP vs LTH
+268.4%
+624.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.3% | +11.2% | +10.4% |
| 7D | +71.2% | +4.5% | +66.7% | +68.3% |
| 30D | +39.1% | +16.3% | +22.7% | +30.5% |
| 3M | +16.5% | +8.4% | +8.2% | +12.1% |
| 6M | -16.6% | +40.3% | -56.8% | -28.7% |
| YTD | -41.9% | +77.3% | -119.2% | -56.3% |
| 1Y | -37.0% | +88.0% | -125.0% | -54.2% |
| 3Y | +892.4% | +274.3% | +618.2% | +502.1% |
| All | +892.4% | +268.4% | +624.0% | +502.1% |
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