+56.4%
UBER vs LTH
+142.3%
-85.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.2% | +3.9% |
| 7D | +6.7% | +7.0% | -0.3% | +4.2% |
| 30D | -0.5% | +15.4% | -15.9% | -5.5% |
| 3M | -5.1% | +7.0% | -12.2% | -7.7% |
| 6M | -5.7% | +46.9% | -52.5% | -18.3% |
| YTD | -12.9% | +76.4% | -89.3% | -30.2% |
| 1Y | -22.6% | +83.7% | -106.4% | -39.1% |
| 3Y | +42.2% | +248.9% | -206.7% | -16.7% |
| 5Y | +56.4% | +141.8% | -85.4% | -9.5% |
| All | +56.4% | +142.3% | -85.9% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling