+20.0%
LH vs TAP
-14.5%
+34.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -2.5% | -2.3% | -0.1% | -2.1% |
| 30D | +4.3% | -2.1% | +6.5% | +4.6% |
| 3M | +25.5% | +6.6% | +18.9% | +23.6% |
| 6M | +17.0% | -11.5% | +28.5% | +19.0% |
| YTD | +31.3% | -10.3% | +41.5% | +32.2% |
| 1Y | +20.0% | -14.4% | +34.4% | +19.8% |
| All | +20.0% | -14.5% | +34.5% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling