+260.7%
LH vs TAP
-48.8%
+309.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +4.8% | -4.5% | +9.3% | +6.1% |
| 30D | +18.8% | +7.5% | +11.3% | +16.1% |
| 3M | +15.7% | -4.9% | +20.6% | +16.8% |
| 6M | +46.7% | -3.5% | +50.2% | +47.0% |
| YTD | +48.9% | -11.4% | +60.3% | +52.2% |
| 1Y | +43.5% | -10.8% | +54.3% | +46.2% |
| 3Y | +86.9% | -24.5% | +111.4% | +97.6% |
| 5Y | +60.4% | +2.5% | +57.9% | +51.8% |
| 10Y | +260.7% | -47.6% | +308.3% | +258.2% |
| All | +260.7% | -48.8% | +309.6% | +258.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling