+164.2%
LTH vs URA
+76.1%
+88.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -1.9% |
| 7D | +7.0% | +4.3% | +2.7% | +5.9% |
| 30D | +15.4% | -11.7% | +27.2% | +18.4% |
| 3M | +7.0% | -23.5% | +30.6% | +12.9% |
| 6M | +46.9% | -37.8% | +84.6% | +61.8% |
| YTD | +76.4% | -19.6% | +96.0% | +79.3% |
| 1Y | +83.7% | -24.8% | +108.5% | +89.3% |
| 3Y | +248.9% | +47.0% | +201.9% | +170.6% |
| 5Y | +141.8% | +35.4% | +106.5% | +66.0% |
| All | +164.2% | +76.1% | +88.0% | +85.0% |
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