+99.5%
U vs LTH
+268.4%
-168.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +6.0% |
| 7D | +36.6% | +4.5% | +32.1% | +34.3% |
| 30D | +13.3% | +16.3% | -3.0% | +6.5% |
| 3M | +26.2% | +8.4% | +17.8% | +21.7% |
| 6M | +88.7% | +40.3% | +48.5% | +61.3% |
| YTD | +16.6% | +77.3% | -60.7% | -11.6% |
| 1Y | +29.0% | +88.0% | -59.0% | -5.4% |
| 3Y | +99.5% | +274.3% | -174.8% | +11.4% |
| All | +99.5% | +268.4% | -168.9% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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