-34.5%
AUR vs LTH
+156.3%
-190.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.4% | +3.7% |
| 7D | +19.2% | +1.5% | +17.7% | +18.2% |
| 30D | -7.8% | -3.1% | -4.7% | -6.4% |
| 3M | +4.0% | +28.1% | -24.1% | -11.4% |
| 6M | +45.0% | +67.4% | -22.4% | +4.3% |
| YTD | +69.5% | +59.8% | +9.7% | +24.6% |
| 1Y | +13.0% | +45.6% | -32.6% | -13.0% |
| 3Y | +90.4% | +162.0% | -71.6% | +0.9% |
| All | -34.5% | +156.3% | -190.8% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling