+191.9%
LH vs TAP
-51.4%
+243.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.9% |
| 7D | -3.2% | -5.1% | +1.9% | -1.8% |
| 30D | +0.1% | -8.4% | +8.6% | +2.5% |
| 3M | +18.6% | -3.9% | +22.6% | +19.5% |
| 6M | +17.9% | -14.4% | +32.3% | +22.4% |
| YTD | +28.9% | -14.7% | +43.7% | +33.6% |
| 1Y | +16.6% | -18.7% | +35.3% | +22.3% |
| 3Y | +63.6% | -32.6% | +96.2% | +79.1% |
| 5Y | +30.0% | -1.4% | +31.4% | +24.4% |
| 10Y | +191.9% | -50.4% | +242.3% | +206.6% |
| All | +191.9% | -51.4% | +243.3% | +206.6% |
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