-72.3%
APTV vs LTH
+156.3%
-228.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.8% | -2.9% | -4.1% |
| 7D | +2.0% | +1.5% | +0.4% | +1.5% |
| 30D | -7.7% | -3.1% | -4.7% | -6.9% |
| 3M | -34.0% | +28.1% | -62.1% | -39.2% |
| 6M | -37.1% | +67.4% | -104.5% | -47.5% |
| YTD | -39.9% | +59.8% | -99.7% | -49.1% |
| 1Y | -44.4% | +45.6% | -90.0% | -51.6% |
| 3Y | -54.5% | +162.0% | -216.5% | -68.7% |
| All | -72.3% | +156.3% | -228.6% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling