+143.5%
LTH vs TAP
+0.1%
+143.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -0.6% | -2.3% | +1.7% | +0.3% |
| 30D | -4.6% | -2.1% | -2.4% | -3.9% |
| 3M | +32.8% | +6.6% | +26.2% | +29.2% |
| 6M | +64.6% | -11.5% | +76.1% | +71.4% |
| YTD | +62.6% | -10.3% | +72.9% | +67.6% |
| 1Y | +49.9% | -14.4% | +64.3% | +56.9% |
| 3Y | +151.3% | -28.3% | +179.6% | +178.4% |
| All | +143.5% | +0.1% | +143.4% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling