+167.7%
LTH vs URA
+72.6%
+95.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +0.3% | +2.9% | -2.6% | -0.5% |
| 30D | +17.7% | -10.8% | +28.5% | +20.4% |
| 3M | +8.5% | -25.5% | +34.0% | +15.1% |
| 6M | +46.9% | -41.2% | +88.2% | +64.2% |
| YTD | +78.8% | -21.3% | +100.1% | +82.5% |
| 1Y | +84.9% | -25.7% | +110.6% | +91.0% |
| 3Y | +246.4% | +43.1% | +203.3% | +170.4% |
| 5Y | +129.6% | +35.6% | +94.0% | +58.8% |
| All | +167.7% | +72.6% | +95.2% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling