-45.2%
APTV vs LTH
+240.3%
-285.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -9.8% | +7.0% | -16.8% | -11.6% |
| 30D | -8.9% | +15.4% | -24.3% | -12.9% |
| 3M | -19.5% | +7.0% | -26.5% | -21.3% |
| 6M | -31.1% | +46.9% | -78.0% | -39.5% |
| YTD | -47.5% | +76.4% | -124.0% | -57.1% |
| 1Y | -52.3% | +83.7% | -136.0% | -61.6% |
| 3Y | -45.2% | +248.9% | -294.1% | -68.4% |
| All | -45.2% | +240.3% | -285.5% | -68.4% |
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 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