+15.4%
AUR vs LTH
+45.2%
-29.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | +1.4% | -4.0% | +5.4% | +2.6% |
| 30D | -6.4% | -5.3% | -1.1% | -5.1% |
| 3M | +7.7% | +19.0% | -11.3% | +0.3% |
| 6M | +44.5% | +55.8% | -11.3% | +22.5% |
| YTD | +67.4% | +56.1% | +11.3% | +43.1% |
| 1Y | +15.4% | +41.3% | -25.8% | -2.8% |
| All | +15.4% | +45.2% | -29.7% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling