+139.3%
LTH vs GAP
+15.2%
+124.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | +1.5% | +1.7% | -0.2% | +1.1% |
| 30D | -3.1% | +9.3% | -12.4% | -5.6% |
| 3M | +28.1% | +6.1% | +22.0% | +25.4% |
| 6M | +67.4% | -2.3% | +69.7% | +65.9% |
| YTD | +59.8% | -10.6% | +70.4% | +61.5% |
| 1Y | +45.6% | -4.4% | +50.0% | +44.0% |
| 3Y | +162.0% | +118.3% | +43.7% | +84.3% |
| All | +139.3% | +15.2% | +124.1% | +63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling