+58.1%
UBER vs LTH
+160.9%
-102.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -3.9% | -0.6% | -3.2% | -3.7% |
| 30D | +11.1% | -4.6% | +15.7% | +12.7% |
| 3M | +4.9% | +32.8% | -27.9% | -5.3% |
| 6M | -1.2% | +64.6% | -65.8% | -18.1% |
| YTD | -7.3% | +62.6% | -69.9% | -23.2% |
| 1Y | -17.6% | +49.9% | -67.6% | -30.1% |
| 3Y | +61.1% | +151.3% | -90.3% | +7.3% |
| All | +58.1% | +160.9% | -102.8% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling