+45.8%
LTH vs GAP
-8.8%
+54.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -0.8% |
| 7D | -4.0% | -3.2% | -0.8% | -3.4% |
| 30D | -1.7% | -0.7% | -1.0% | -1.7% |
| 3M | +28.0% | -0.5% | +28.5% | +27.6% |
| 6M | +54.1% | -5.0% | +59.0% | +53.8% |
| YTD | +57.1% | -14.7% | +71.7% | +61.8% |
| 1Y | +45.8% | -8.6% | +54.4% | +47.3% |
| All | +45.8% | -8.8% | +54.5% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling