+65.5%
LH vs TAP
-31.5%
+97.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.4% |
| 7D | -0.8% | -2.3% | +1.5% | -0.3% |
| 30D | +2.0% | -9.4% | +11.4% | +4.3% |
| 3M | +24.3% | -0.8% | +25.1% | +24.0% |
| 6M | +21.1% | -14.7% | +35.8% | +25.3% |
| YTD | +30.4% | -13.9% | +44.4% | +34.1% |
| 1Y | +18.4% | -18.6% | +37.0% | +23.5% |
| 3Y | +65.5% | -32.0% | +97.5% | +74.6% |
| All | +65.5% | -31.5% | +97.0% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling