+25.2%
UAL vs LTH
+83.5%
-58.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.3% | +7.0% |
| 7D | +10.2% | +7.0% | +3.2% | +6.8% |
| 30D | +12.0% | +15.4% | -3.4% | +4.5% |
| 3M | -7.1% | +7.0% | -14.1% | -10.2% |
| 6M | +20.9% | +46.9% | -26.0% | -1.3% |
| YTD | +7.7% | +76.4% | -68.8% | -20.6% |
| All | +25.2% | +83.5% | -58.2% | -11.2% |
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