-76.5%
APTV vs LTH
+174.8%
-251.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.6% | -0.2% |
| 7D | -5.0% | -4.6% | -0.4% | -3.6% |
| 30D | -12.3% | +14.8% | -27.1% | -16.1% |
| 3M | -19.9% | +3.9% | -23.9% | -21.2% |
| 6M | -29.4% | +35.5% | -64.9% | -36.4% |
| YTD | -49.0% | +71.3% | -120.3% | -57.8% |
| 1Y | -53.1% | +75.7% | -128.8% | -61.6% |
| 3Y | -48.9% | +231.9% | -280.8% | -67.2% |
| 5Y | -77.2% | +130.5% | -207.7% | -86.1% |
| All | -76.5% | +174.8% | -251.3% | -85.5% |
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