+167.2%
LTH vs GAP
+13.9%
+153.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | +6.4% | -0.1% | +6.5% | +6.3% |
| 30D | +16.7% | -5.4% | +22.2% | +18.2% |
| 3M | +11.7% | +2.9% | +8.8% | +10.1% |
| 6M | +48.5% | -4.4% | +52.9% | +47.8% |
| YTD | +78.4% | -11.6% | +90.0% | +80.1% |
| 1Y | +89.7% | -6.0% | +95.7% | +88.4% |
| 3Y | +245.6% | +78.0% | +167.6% | +161.2% |
| 5Y | +142.7% | +8.5% | +134.2% | +63.9% |
| All | +167.2% | +13.9% | +153.2% | +82.1% |
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