+167.2%
LTH vs URA
+70.0%
+97.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.1% |
| 7D | +6.4% | +0.3% | +6.1% | +6.2% |
| 30D | +16.7% | -14.8% | +31.5% | +20.7% |
| 3M | +11.7% | -25.3% | +37.0% | +18.5% |
| 6M | +48.5% | -39.9% | +88.4% | +65.0% |
| YTD | +78.4% | -22.4% | +100.8% | +82.9% |
| 1Y | +89.7% | -29.0% | +118.7% | +98.3% |
| 3Y | +245.6% | +41.0% | +204.7% | +171.0% |
| 5Y | +142.7% | +38.3% | +104.4% | +68.9% |
| All | +167.2% | +70.0% | +97.1% | +88.6% |
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