+135.2%
LTH vs GAP
+9.9%
+125.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -0.6% |
| 7D | -4.0% | -3.2% | -0.8% | -3.3% |
| 30D | -1.7% | -0.7% | -1.0% | -1.9% |
| 3M | +28.0% | -0.5% | +28.5% | +27.3% |
| 6M | +54.1% | -5.0% | +59.0% | +53.8% |
| YTD | +57.1% | -14.7% | +71.7% | +60.5% |
| 1Y | +45.8% | -8.6% | +54.4% | +45.7% |
| 3Y | +157.6% | +108.4% | +49.2% | +83.2% |
| All | +135.2% | +9.9% | +125.3% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded GAP 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling