+143.5%
LTH vs GAP
+15.4%
+128.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -0.6% | -4.5% | +3.8% | +0.5% |
| 30D | -4.6% | +9.0% | -13.6% | -7.0% |
| 3M | +32.8% | +5.0% | +27.8% | +30.3% |
| 6M | +64.6% | -17.8% | +82.4% | +70.1% |
| YTD | +62.6% | -10.4% | +73.0% | +64.2% |
| 1Y | +49.9% | -3.4% | +53.3% | +47.9% |
| 3Y | +151.3% | +111.5% | +39.9% | +78.8% |
| All | +143.5% | +15.4% | +128.1% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling