+248.6%
LTH vs TAP
-24.3%
+273.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +0.3% | -8.0% | +8.3% | +2.4% |
| 30D | +17.7% | +4.1% | +13.6% | +16.1% |
| 3M | +8.5% | -4.4% | +12.8% | +9.4% |
| 6M | +46.9% | -1.9% | +48.9% | +46.8% |
| YTD | +78.8% | -12.1% | +90.8% | +82.7% |
| 1Y | +84.9% | -12.0% | +96.9% | +88.7% |
| All | +248.6% | -24.3% | +273.0% | +252.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling