+248.6%
LTH vs URA
+43.1%
+205.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | +0.3% | +2.9% | -2.6% | -0.1% |
| 30D | +17.7% | -10.8% | +28.5% | +19.2% |
| 3M | +8.5% | -25.5% | +34.0% | +12.1% |
| 6M | +46.9% | -41.2% | +88.2% | +57.0% |
| YTD | +78.8% | -21.3% | +100.1% | +81.8% |
| 1Y | +84.9% | -25.7% | +110.6% | +89.2% |
| All | +248.6% | +43.1% | +205.6% | +192.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling