+27.5%
UAL vs LTH
+84.0%
-56.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.3% | +1.6% | +5.1% |
| 7D | +11.9% | +9.9% | +2.1% | +7.2% |
| 30D | +5.2% | +18.3% | -13.1% | -2.6% |
| 3M | -12.7% | +5.9% | -18.7% | -15.1% |
| 6M | +28.5% | +80.3% | -51.8% | -5.3% |
| YTD | +3.5% | +78.3% | -74.8% | -22.3% |
| 1Y | +27.5% | +81.0% | -53.5% | -5.0% |
| All | +27.5% | +84.0% | -56.5% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling