+1,382.1%
LH vs TAP
+894.2%
+487.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.0% |
| 6M | +17.0% | -11.5% | +28.5% | +19.0% |
| YTD | +31.3% | -10.3% | +41.5% | +33.0% |
| 1Y | +20.0% | -14.4% | +34.4% | +22.4% |
| 3Y | +63.9% | -28.3% | +92.1% | +71.2% |
| 5Y | +30.9% | +1.7% | +29.1% | +28.1% |
| 10Y | +191.4% | -49.2% | +240.6% | +206.6% |
| All | +1,382.1% | +894.2% | +487.9% | +910.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling