-70.9%
APTV vs LTH
+160.9%
-231.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.7% | +3.0% |
| 7D | +4.8% | -0.6% | +5.5% | +5.0% |
| 30D | +2.0% | -4.6% | +6.6% | +3.4% |
| 3M | -34.2% | +32.8% | -67.1% | -40.1% |
| 6M | -34.7% | +64.6% | -99.3% | -45.2% |
| YTD | -37.0% | +62.6% | -99.6% | -46.9% |
| 1Y | -40.4% | +49.9% | -90.3% | -48.6% |
| 3Y | -54.1% | +151.3% | -205.4% | -68.0% |
| All | -70.9% | +160.9% | -231.8% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling