-73.0%
APTV vs LTH
+152.0%
-225.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.1% |
| 7D | -1.2% | -4.0% | +2.8% | +0.1% |
| 30D | -10.6% | -1.7% | -9.0% | -10.2% |
| 3M | -35.0% | +28.0% | -63.0% | -40.1% |
| 6M | -38.9% | +54.1% | -93.0% | -47.5% |
| YTD | -41.5% | +57.1% | -98.6% | -50.2% |
| 1Y | -45.8% | +45.8% | -91.6% | -52.9% |
| 3Y | -55.7% | +157.6% | -213.3% | -69.3% |
| All | -73.0% | +152.0% | -225.0% | -82.8% |
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 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