+165.5%
LTH vs TAP
-0.3%
+165.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | +0.3% |
| 7D | +4.5% | +0.5% | +4.0% | +4.0% |
| 30D | +16.3% | +9.1% | +7.2% | +12.0% |
| 3M | +8.4% | -3.8% | +12.2% | +9.3% |
| 6M | +40.3% | -3.4% | +43.7% | +40.8% |
| YTD | +77.3% | -10.6% | +87.9% | +82.0% |
| 1Y | +88.0% | -4.4% | +92.4% | +87.2% |
| 3Y | +274.3% | -24.4% | +298.6% | +301.6% |
| 5Y | +142.9% | +2.1% | +140.8% | +116.0% |
| All | +165.5% | -0.3% | +165.8% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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