+141.8%
LTH vs GAP
+10.4%
+131.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.3% |
| 7D | +7.0% | 0.0% | +7.0% | +6.9% |
| 30D | +15.4% | -4.3% | +19.7% | +16.5% |
| 3M | +7.0% | +9.4% | -2.4% | +3.8% |
| 6M | +46.9% | -3.3% | +50.1% | +45.7% |
| YTD | +76.4% | -10.5% | +86.9% | +77.6% |
| 1Y | +83.7% | -2.4% | +86.1% | +80.6% |
| 3Y | +248.9% | +80.1% | +168.8% | +160.3% |
| 5Y | +141.8% | +6.5% | +135.4% | +65.4% |
| All | +141.8% | +10.4% | +131.4% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling