+33.5%
UL vs LTH
+180.7%
-147.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.9% |
| 7D | +1.1% | -1.3% | +2.4% | +1.2% |
| 30D | +4.5% | +15.7% | -11.2% | +3.3% |
| 3M | +6.5% | +5.0% | +1.5% | +6.0% |
| 6M | +18.2% | +37.7% | -19.5% | +15.3% |
| YTD | +4.7% | +75.0% | -70.3% | +0.3% |
| 1Y | +0.8% | +82.6% | -81.9% | -3.7% |
| 3Y | +35.9% | +241.3% | -205.4% | +23.1% |
| 5Y | +33.4% | +135.4% | -102.0% | +18.3% |
| All | +33.5% | +180.7% | -147.3% | +18.6% |
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