+45.8%
ULTA vs LTH
+150.5%
-104.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.0% | +2.1% |
| 7D | -3.1% | -4.0% | +0.9% | -2.3% |
| 30D | +2.8% | -5.3% | +8.1% | +3.8% |
| 3M | +14.8% | +19.0% | -4.2% | +10.9% |
| 6M | -16.2% | +55.8% | -72.0% | -23.5% |
| YTD | -9.6% | +56.1% | -65.8% | -17.7% |
| 1Y | +4.8% | +41.3% | -36.5% | -2.9% |
| 3Y | +30.7% | +156.6% | -126.0% | +5.3% |
| All | +45.8% | +150.5% | -104.7% | +15.9% |
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