+248.9%
LTH vs GAP
+78.9%
+170.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.1% |
| 7D | +7.0% | 0.0% | +7.0% | +6.9% |
| 30D | +15.4% | -4.3% | +19.7% | +16.2% |
| 3M | +7.0% | +9.4% | -2.4% | +4.8% |
| 6M | +46.9% | -3.3% | +50.1% | +46.2% |
| YTD | +76.4% | -10.5% | +86.9% | +77.8% |
| 1Y | +83.7% | -2.4% | +86.1% | +82.2% |
| 3Y | +248.9% | +80.1% | +168.8% | +202.8% |
| All | +248.9% | +78.9% | +170.0% | +202.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling