+120.7%
UAL vs LTH
+180.7%
-60.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.6% |
| 7D | -3.0% | -1.3% | -1.8% | -2.5% |
| 30D | +10.5% | +15.7% | -5.2% | +4.0% |
| 3M | -13.5% | +5.0% | -18.5% | -15.5% |
| 6M | +14.2% | +37.7% | -23.5% | -0.4% |
| YTD | -2.2% | +75.0% | -77.3% | -23.1% |
| 1Y | +12.5% | +82.6% | -70.2% | -13.1% |
| 3Y | +186.8% | +241.3% | -54.5% | +73.8% |
| 5Y | +119.4% | +135.4% | -16.1% | +34.0% |
| All | +120.7% | +180.7% | -60.0% | +33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling