+87.5%
U vs LTH
+241.8%
-154.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.1% | +4.4% |
| 7D | +2.6% | -1.3% | +3.8% | +3.0% |
| 30D | +27.6% | +15.7% | +11.9% | +20.3% |
| 3M | +15.3% | +5.0% | +10.3% | +12.6% |
| 6M | +96.4% | +37.7% | +58.7% | +69.4% |
| YTD | +19.6% | +75.0% | -55.5% | -8.7% |
| 1Y | +42.1% | +82.6% | -40.5% | +5.9% |
| 3Y | +87.5% | +241.3% | -153.8% | +13.5% |
| All | +87.5% | +241.8% | -154.3% | +13.5% |
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