+25.0%
UL vs LTH
+152.0%
-127.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.5% |
| 7D | -3.2% | -4.0% | +0.8% | -2.9% |
| 30D | -0.6% | -1.7% | +1.1% | -0.5% |
| 3M | +9.4% | +28.0% | -18.5% | +7.5% |
| 6M | -4.1% | +54.1% | -58.2% | -7.2% |
| YTD | -2.0% | +57.1% | -59.1% | -5.3% |
| 1Y | -9.0% | +45.8% | -54.7% | -11.6% |
| 3Y | +21.8% | +157.6% | -135.7% | +12.4% |
| All | +25.0% | +152.0% | -127.0% | +12.1% |
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