+130.5%
LTH vs TAP
-1.4%
+131.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.8% | -4.0% |
| 7D | -4.6% | -6.3% | +1.7% | -2.4% |
| 30D | +14.8% | +2.7% | +12.1% | +13.2% |
| 3M | +3.9% | -3.7% | +7.7% | +4.8% |
| 6M | +35.5% | -2.0% | +37.5% | +35.2% |
| YTD | +71.3% | -12.3% | +83.7% | +77.1% |
| 1Y | +75.7% | -10.1% | +85.8% | +79.4% |
| 3Y | +231.9% | -25.3% | +257.2% | +257.2% |
| 5Y | +130.5% | -1.9% | +132.4% | +109.9% |
| All | +130.5% | -1.4% | +131.9% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling