+32.9%
UL vs LTH
+186.2%
-153.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | +2.6% | +6.4% | -3.8% | +2.1% |
| 30D | +6.8% | +16.7% | -10.0% | +5.5% |
| 3M | +5.7% | +11.7% | -5.9% | +4.8% |
| 6M | +15.9% | +48.5% | -32.6% | +12.5% |
| YTD | +4.3% | +78.4% | -74.1% | -0.2% |
| 1Y | -0.4% | +89.7% | -90.1% | -5.1% |
| 3Y | +35.0% | +245.6% | -210.7% | +22.2% |
| 5Y | +31.6% | +142.7% | -111.1% | +16.6% |
| All | +32.9% | +186.2% | -153.3% | +18.0% |
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