+165.5%
LTH vs URA
+65.9%
+99.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -2.3% |
| 7D | +4.5% | -4.1% | +8.6% | +5.4% |
| 30D | +16.3% | -19.0% | +35.4% | +21.7% |
| 3M | +8.4% | -25.1% | +33.5% | +14.8% |
| 6M | +40.3% | -44.5% | +84.8% | +59.0% |
| YTD | +77.3% | -24.3% | +101.6% | +82.7% |
| 1Y | +88.0% | -28.1% | +116.1% | +95.6% |
| 3Y | +274.3% | +40.7% | +233.6% | +192.6% |
| 5Y | +142.9% | +35.5% | +107.4% | +70.2% |
| All | +165.5% | +65.9% | +99.6% | +88.5% |
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